Market Microstructure

1 articles on this topic.

17 Oct 2026

When Can Markets Crash Without News?

A working paper on crashes without news: which declines does market structure rule out, and which can trading paths still produce?

ResearchMarket Microstructure Systemic Risk Quantitative Research Reproducibility

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Research Philosophy1 Evidence7 Quantitative Research10 Market Microstructure1 Systemic Risk1 Market Sentiment3 Research Infrastructure3 Point-in-Time Data3 Backtesting5 Reproducibility6 AI & Agents3 Open Source1 Vibe Coding1