C++ or Java, which is faster for high frequency trading? http://t.co/QTEWBpO
C++ or Java, which is faster for high frequency trading? http://t.co/QTEWBpO
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 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 ArticleGERARD PERRIER INDUSTRIE: Chiffre d'affaires semestriel +24,2%
PARIS, August 1, 2011 /PRNewswire/ -- Société Anonyme au capital de 1 986 574 Euros Siège social : 119 route d'Heyrieux 69800 Saint-Priest 349 315 143 R.C.S. Lyon - APE 7010 Z Exercice social du 1er...
View ArticleThe Dow Jones Credit Suisse Hedge Fund Index Down -1.36% in June - Hedge...
The Dow Jones Credit Suisse Hedge Fund Index Down -1.36% in June - Hedge Funds See Asset Inflows of $5.6 Billion fo http://p.ost.im/p/edN2A7
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