Quantitative Finance Meta
to customize your list.
more stack exchange communities
Start here for a quick overview of the site
Detailed answers to any questions you might have
Discuss the workings and policies of this site
Typical coefficients uses in square-root model for market impact
The square-root model is widely used to model equity market impact. It assumes that volatility, traded volume, total volume, and a spread cost are the drivers of slippage. Jim Gatheral has an ...
Jan 21 '13 at 16:35
newest transaction-costs models questions feed
Hot Network Questions
Evaluating current ACEs on NTFS ACLs with PowerShell
Student insists I am wrong
Why guitar sounds smoother in high frets?
Can reviewing papers help increase your credibility as a researcher?
Is a nobleman's land inside another noble's land?
How to handle player knowledge when they fumble a knowledge roll
What is exactly a "Pixel"?
skills advise for SharePoint developer
How do you handle co-workers that want to converse with you in the bathroom?
Does `sl` ever show the current directory?
Something of value that is worthless in the current context?
Where to find gusty wind recordings
Can I use a Heighten Spell on high ability score extra spell slot to benefit from a Reserve Feat?
Does the traditional Arabic greeting have religous meaning?
Source code formatter/indenter
Expected number of ratio of girls vs boys birth
Valid Through The Ages
Why is water in the fuel tank bad?
Why can't I power up my drone system?
Just found out my 13 year old girl is Bi and dating a 17 year old girl in an "open" relationship. Huh? Now what?
How was this photo taken?
Why are the controls opposite/inverted when flying in a game?
Battlefield 3 uses squared radius and inverse squared radius for lighting computations, what for?
more hot questions
Life / Arts
Culture / Recreation
TeX - LaTeX
Unix & Linux
Ask Different (Apple)
Geographic Information Systems
Science Fiction & Fantasy
Seasoned Advice (cooking)
Personal Finance & Money
English Language & Usage
Mi Yodeya (Judaism)
Cross Validated (stats)
Theoretical Computer Science
Meta Stack Overflow
Stack Overflow Careers
site design / logo © 2014 stack exchange inc; user contributions licensed under
cc by-sa 3.0