Documents SSRN-id2034178

Dynamical models of market impact and algorithms for order execution Jim Gatheral∗, Alexander Schied‡§ First version: December 5, 2011 This version: January 24, 2013…

Documents Alternative Execution November 2006 Stavros Siokos Ph.D. +44 207 986 0752...

Slide 1 Alternative Execution November 2006 Stavros Siokos Ph.D. +44 207 986 0752 [email protected] The New World of Equity Trading and Modelling Slide 2 Alpha…