Liquidity, Volatility, and Information Asymmetry

Liquidity

  1. Orderbook depth
  2. Bid-Ask spread
  3. Liquidity Provisions Levels
Source : Bloomberg
Source : Bloomberg

Information Asymmetry

Volatility

May 6th, 2010. SPX 1-minute price action

--

--

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store
Harel Jacobson

Harel Jacobson

3.2K Followers

Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!