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Handbook of Price Impact Modeling (Hardcover)
Loot Price: R2,591
Discovery Miles 25 910
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Handbook of Price Impact Modeling (Hardcover)
Series: Chapman and Hall/CRC Financial Mathematics Series
Expected to ship within 9 - 17 working days
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Builds a market simulator to back test trading algorithms
Implements closed-form strategies that optimize trading signals
Measures liquidity risk and stress test portfolios for fire sales
Analyze algorithms’ performance controlling for common trading
biases Estimates price impact models using the public trading tape
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