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Handbook of Price Impact Modeling (Hardcover): Kevin T Webster Handbook of Price Impact Modeling (Hardcover)
Kevin T Webster
R2,533 Discovery Miles 25 330
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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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