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 Emergent Risk: Financial Markets as Large Technical Systems Donald MacKenzie.

Emergent Risk: Financial Markets as Large Technical Systems Donald MacKenzie Automated trading: various ways of theorising from an economic sociology/science and technology…