Real-Time Risk: What Investors Should Know About FinTech, High-Frequency Trading, and Flash Crashes by Irene Aldridge, Steven Krawciw (Hardcover, 2017)

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104 Detecting Flash-Crash Prone Market Conditions 116 Are HFTs Responsible for Flash Crashes?. 175 Market Microstructure is the New Factor in Portfolio Optimization 176 Yes, You Can Predict T + 1 Volatility 178 Market Microstructure as a Factor?.