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by Steven Krawciw, Irene Aldridge
Real-Time Risk
Cover
Title Page
Copyright
Dedication
Acknowledgments
Chapter 1: Silicon Valley Is Coming!
Everyone Is into Fintech
The Millennials Are Coming
Social Media
Mobile
Cheaper and Faster Technology
Cloud Computing
Blockchain
Fast Analytics
In the End, It's All About Real‐Time Data Analytics
End of Chapter Questions
Chapter 2: This Ain't Your Grandma's Data
Data
The Risk of Data
Technology
Blockchain
What Elements Are Common to All Blockchains?
Conclusions
End of Chapter Questions
Chapter 3: Dark Pools, Exchanges, and Market Structure
The New Market Hours
Where Do My Orders Go?
Executing Large Orders
Transaction Costs and Transparency
Conclusions
End of Chapter Questions
Chapter 4: Who Is Front‐Running You?
Spoofing, Flaky Liquidity, and HFT
Order‐Based Negotiations
Conclusions
End of Chapter Questions
Chapter 5: High‐Frequency Trading in Your Backyard
Implications of Aggressive HFT
Aggressive High‐Frequency Trading in Equities
Aggressive HFT in US Treasuries
Aggressive HFT in Commodities
Aggressive HFT in Foreign Exchange
Conclusions
End of Chapter Questions
Chapter 6: Flash Crashes
What Happens During Flash Crashes?
Detecting Flash‐Crash Prone Market Conditions
Are HFTs Responsible for Flash Crashes?
Conclusions
End of Chapter Questions
Chapter 7: The Analysis of News
The Delivery of News
Preannouncement Risk
Data, Methodology, and Hypotheses
Conclusions
End of Chapter Questions
Chapter 8: Social Media and the Internet of Things
Social Media and News
The Internet of Things
Conclusions
End of Chapter Questions
Chapter 9: Market Volatility in the Age of Fintech
Too Much Data, Too Little Time—Welcome, Predictive Analytics
Want to Lessen Volatility of Financial Markets? Express Your Thoughts Online!
Market Microstructure Is the New Factor in Portfolio Optimization
Yes, You Can Predict T + 1 Volatility
Market Microstructure as a Factor? You Bet
Case Study: Improving Execution in Currencies
For Longer‐Term Investors, Incorporate Microstructure into the Rebalancing Decision
Conclusions
End of Chapter Questions
Chapter 10: Why Venture Capitalists Are Betting on Fintech to Manage Risks
Opportunities for Disruption Are Present, and They May Not Be What They Seem
Data and Analytics in Fintech
Fintech as an Asset Class
Where Do You Find Fintech?
Fintech Success Factors
The Investment Case for Fintech
How Do Fintech Firms Make Money?
Fintech and Regulation
Conclusions
End of Chapter Questions
Authors' Biographies
Index
End User License Agreement
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Table of Contents
Real-Time Risk
What Investors Should Know About FinTech, High-Frequency Trading, and Flash Crashes
IRENE ALDRIDGE AND STEVE KRAWCIW
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