Hedge fund spotlight: Event-driven, managed futures and credit...
Hedge fund spotlight: Event-driven, managed futures and credit http://p.ost.im/p/edhaQE
View ArticleClopton Capital Announces Its Intention to Form A Strategic Hedge Fund:...
Clopton Capital Announces Its Intention to Form A Strategic Hedge Fund: http://t.co/v9oirwT via @addthis
View ArticleHedge fund spotlight: Event-driven, managed futures and credit...
Hedge fund spotlight: Event-driven, managed futures and credit http://p.ost.im/p/edeXHq
View ArticleUsing High Frequency Trading as an effective Investment Tool...
Using High Frequency Trading as an effective Investment Tool http://goo.gl/fb/bNiqp
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLY8X
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLY8m
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLY8c
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLY8d
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLY8q
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLYC0
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLYBy
View ArticleHedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source...
Hedge Funds | Research Reveals Why Hedge Funds Are An Unlikely Large Source Of Systemic Risk http://dlvr.it/dLYC1
View ArticleApparently, Google does not have the best programmers, High Frequency Trading...
Apparently, Google does not have the best programmers, High Frequency Trading firms do http://redd.it/j4v21
View ArticleREVISION: Exponential Resilience and Decay of Market Impact
Assuming a particular price process, it was shown by Gatheral that a model that combines nonlinear price impact with exponential decay of market impact admits price manipulation, an undesirable feature...
View ArticleREVISION: Optimal Trade Execution under Geometric Brownian Motion in the...
With an alternative choice of risk criterion, we solve the HJB equation explicitly to ï¬nd a closed-form solution for the optimal trade execution strategy in the Almgren-Chriss framework assuming the...
View ArticleREVISION: Transient Linear Price Impact and Fredholm Integral Equations
We consider the linear-impact case in the continuous-time market impact model with transient price impact proposed by Gatheral (2008). In this model, the absence of price manipulation in the sense of...
View ArticleREVISION: The Heat-Kernel Most-Likely-Path Approximation
In this article, we derive a new most-likely-path (MLP) approximation for implied volatility in terms of local volatility, based on time-integration of the lowest order term in the heat-kernel...
View ArticleREVISION: No-Dynamic-Arbitrage and Market Impact
Starting from a no-dynamic-arbitrage principle that imposes that trading costs should be non-negative on average and a simple model for the evolution of market prices, we demonstrate a relationship...
View ArticleREVISION: The Heat-Kernel Most-Likely-Path Approximation
In this article, we derive a new most-likely-path (MLP) approximation for implied volatility in terms of local volatility, based on time-integration of the lowest order term in the heat-kernel...
View ArticleREVISION: Transient Linear Price Impact and Fredholm Integral Equations
We consider the linear-impact case in the continuous-time market impact model with transient price impact proposed by Gatheral (2008). In this model, the absence of price manipulation in the sense of...
View Article