Big data tools a hard sell without clear explanations, says Winton researcher
No way to provision against US penalties, conference hears
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The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, Richard Martin shows that all results can be interpreted using a...
New set-up allows fast, tractable optimisation of trade execution, without neglecting downside risk
We derive explicit recursive formulas for target close (TC) and implementation shortfall (IS) in the Almgren Chriss framework. We explain how to compute the optimal starting and stopping times for IS and...
India stock exchanges are predicting strong growth in the market for listed derivatives. With algo traders driving volume growth, can current infrastructure cope with the increased requirements?
SEC official warns compliance teams at quant funds lack qualifications and knowledge to effectively monitor trading strategies
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