Equity Market Structure

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Lyrics

[Verse 1]
Three markets paint the trading floor design
Order-driven systems match your buy with mine
Quote-driven dealers spread their prices wide
Brokered markets need a guide to find the ride

[Chorus]
Market orders rush, limit orders wait
Stop loss triggers when the price meets fate
Iceberg hides beneath the surface deep
Market structure secrets that we keep
Weak form past, semi-strong news fast
Strong form knows it all, efficiency's cast

[Verse 2]
Bid-ask spreads reveal the trading cost
Market depth shows liquidity's not lost
Value anomaly beats the market's game
Momentum surges, size effect's the same

[Chorus]
Market orders rush, limit orders wait
Stop loss triggers when the price meets fate
Iceberg hides beneath the surface deep
Market structure secrets that we keep
Weak form past, semi-strong news fast
Strong form knows it all, efficiency's cast

[Bridge]
January effect and weekend blues
Calendar anomalies shake the news
Price-weighted Dow divides by price alone
Value-weighted caps claim market's throne
Equal weight spreads the power thin
Fundamental metrics let the earnings win

[Verse 3]
ADRs cross the ocean's trading lane
Dual listings split the market's gain
Rebalancing shifts when quarters end
Reconstitution makes the index bend

[Chorus]
Market orders rush, limit orders wait
Stop loss triggers when the price meets fate
Iceberg hides beneath the surface deep
Market structure secrets that we keep
Weak form past, semi-strong news fast
Strong form knows it all, efficiency's cast

[Outro]
From microstructure's microscopic view
To index weights that guide portfolios through
Market structure frames the trading game
Equity knowledge burns with learning's flame

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