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| visits | member for | 11 months |
| seen | Apr 14 at 20:31 | |
| stats | profile views | 5 |
PhD student. New to a lot of stats software but love learning all about them. Aiming to learn down the road Python.
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Apr 6 |
awarded | Student |
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Apr 6 |
asked | High-Frequency Traders and Front Running: What order types are they using? |
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Mar 30 |
comment |
From a high frequency point of view, with a price prediction and assuming infinite leverage, how do you determine optimal trade size? Great post. Would you have any recommendation on some works that take into account the evolution of the limit order book in the evaluation of optimal execution strategies? |