And the liquidity, volatility, which run through the entire market microstructure theory, are used to design the market structure and evaluate whether the market structure is perfect.
而流动性，波动性始终贯穿整个市场微观结构理论，更是被用来设计市场结构及评价一个市场结构是成熟，稳定而采用的广泛标准。
Chapter 6 introduces the use of order imbalance in volatility forecast and VOID (the volume order imbalance strategy design).
第六章订单流不平衡在波动性预测及交易策略设计(VOID)中的应用前景。
In order to reflect the fact that different risk assets have different volatility through the design of the new friction coefficient.
为了体现不同风险资产具有不同波动率的事实，设计了新的摩擦系数。
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