Markets I: The Ecosystem and Exchange-Traded Markets

The Ecosystem

1. 1 What a Trading Firm Does 8 solved exercises
2. 2 The Sell Side 8 solved exercises
3. 3 The Buy Side 8 solved exercises
4. 4 Exchanges, Brokers and Venues 8 solved exercises
5. 5 Clearing and Settlement 8 solved exercises
6. 6 Financing: Repo, Securities Lending and Prime Brokerage 8 solved exercises
7. 7 P&L and the Accounting of a Position 8 solved exercises

Equities

1. 8 Shares, Corporate Actions and Indices 8 solved exercises
2. 9 US Equity Market Structure 8 solved exercises
3. 10 Retail Flow and Wholesaling 8 solved exercises
4. 11 European Equity Market Structure 8 solved exercises
5. 12 Asian and Emerging Equity Markets 8 solved exercises
6. 13 Auctions 8 solved exercises
7. 14 Exchange-Traded Funds 8 solved exercises
8. 15 Index Construction and Rebalancing 8 solved exercises
9. 16 Stock Loan and Short Selling in Practice 8 solved exercises
10. 17 Delta-One Instruments 8 solved exercises

Futures

1. 18 Futures Contracts and Their Exchanges 8 solved exercises
2. 19 Matching Algorithms and Implied Spreads 8 solved exercises
3. 20 Margin 8 solved exercises
4. 21 Basis, Roll and Delivery 8 solved exercises
5. 22 Equity Index and Single-Stock Futures Worldwide 8 solved exercises

Listed Options

1. 23 Option Contracts and the Options Exchanges 8 solved exercises
2. 24 Options Market Structure 8 solved exercises
3. 25 Volatility as a Traded Quantity: First Contact 8 solved exercises
4. 26 Zero-Day Options, Weeklies and Retail Options Flow 8 solved exercises
5. 27 Options Markets in Europe and Asia 8 solved exercises

Working with the Market

1. 28 Reading Market Data 8 solved exercises
2. 29 Getting Access: Equity Markets 8 solved exercises
3. 30 Getting Access: Futures and Listed Options 8 solved exercises
4. 31 Stress Case Studies 8 solved exercises

31 chapters — 31 online so far, and more publishing regularly. The complete book is already available as a free PDF you can read online.