Related Tags
market-impact × 21market-microstructure × 5
transaction-costs × 3
slippage × 3
volatility × 2
equities × 2
high-frequency × 2
models × 2
price × 2
order-execution × 2
volume × 2
high-frequency-estimators × 2
portfolio-management × 1
data × 1
portfolio-optimization × 1
market-data × 1
trading × 1
backtesting × 1
simulations × 1
market-making × 1
etf × 1
estimation × 1
market × 1
fix × 1
rebalancing × 1
