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Openai/69485a6a-3070-8007-a720-7ed1757e972d
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==== I. Market Structure & Mechanics (You must understand the arena) ==== If you don’t understand how trades are created and cleared, you are blind. # Order Types & Matching Engines Limit vs market vs IOC vs FOK; price-time priority; queue position. # Liquidity Formation What creates liquidity vs what consumes it. # Auction Theory (Opening, Closing, and Continuous Auctions) Markets are auctions, not slot machines. # Tick Size & Microstructure Effects Why ES behaves differently than NQ, CL, or single stocks. # Latency & Information Asymmetry Why speed matters even if you’re slow. # Market Impact & Slippage Modeling Every order moves price. Even yours — proportionally. # Hidden Liquidity (Icebergs, Dark Pools) Why volume ≠ intent.
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