“Acronyms” in “How Noise Matters to Finance”
Acronyms
AT
algorithmic trading
ATS
automated trading system
CAPM
capital asset pricing model
CBOT
Chicago Board of Trade
Ccru
Cybernetic Culture Research Unit
CFTC
Commodity Futures Trading Commission
ECN
electronic communication network
EMH
efficient-market hypothesis
high-frequency data
HFT
high-frequency trading
MiFID
Markets in Financial Instruments Directive
NLP
natural language processing
NSA
National Security Agency
NYSE
New York Stock Exchange
OTC
over the counter
regNMS
Regulation National Market System
SEC
U.S. Securities and Exchange Commission
TWAP
time-weighted average price
VWAP
volume-weighted average price
We use cookies to analyze our traffic. Please decide if you are willing to accept cookies from our website. You can change this setting anytime in Privacy Settings.