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2017-10-09 · Optimal Trading Strategies: Quantitative Approaches For Managing Market Impact and Trading

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2017-11-03 · Optimal Trading Strategies: Quantitative Approaches For Managing Market Impact and Trading

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Optimal Trading Strategy and Supply/Demand Dynamics

What trading strategy is optimal in a market with how securities markets function. We approach this problem nonlinear impact functions and trading-enhanced risk.

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High-Frequency Trading: A Practical Guide to Algorithmic

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Optimal Control of Trading Algorithms: A General Impulse

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