Continuous Double Auctions, Matching Engines & Latency Econometrics

Econometric foundations of electronic matching engines, queue priority, liquidity fragmentation, heavy-tail distributions, and tick-level price formation.

Lead council curator: Dr. Adrian Bennett, PhD, CFA (Principal Quantitative Researcher & Market Structure Lead) →

Cluster Lessons & Modules

5 live lessons in this curriculum

#101 Live Lesson

Continuous Double Auction Matching Engines and Queue Priority

#102 Live Lesson

Reading Depth of Market Ladders and Binance RPDOM Liquidity

#103 Live Lesson

How to Detect Institutional Iceberg Orders on Level 2 DOM

#104 Live Lesson

Direct Market Access vs Retail CFD Routing: Execution Latency

#105 Live Lesson

Heavy-Tail Microstructure: Why Gaussian Risk Models Fail

#106 Scheduled · 10-13

Demystifying Smart Money Concepts via Order Book Mechanics

#107 Scheduled · 10-18

Cross-Asset Order Flow: Correlating BTC, Equities, and Bonds

#108 Scheduled · 10-20