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Backtesting Strategies with Python
$ 1,300.00
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In this course, you’ll study the microstructure of Asian financial markets, focusing on bid-ask spreads, slippage, and liquidity challenges across major Japanese and Hong Kong exchanges. Understanding market microstructure allows you to analyze market behavior, detect inefficiencies, and execute trades more effectively. With practical examples and case studies, you’ll learn how to navigate these complexities, optimize execution strategies, and gain an edge in trading on high-volume, fast-paced exchanges in Asia.
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