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3 votes

Is there a "standard" "textbook" model for making re-financing decisions?

Assume that the loan in question is a fixed-rate mortgage. There are some standard heuristics recommended by consumer finance specialists which can be quite far from the "textbook" model (...
Sharad's user avatar
  • 1,211
3 votes

Given a statistical model which predicts price, how to determine trading strategy?

I am going to somewhat answer your question but also give commentary as to why your question is difficult to answer. In the basic sense, you long when your model "says" the stock is ...
2 votes

Market Making Formulation

First of all, there is a more general version of Avellaneda-Stoikov here: Guéant, Olivier, C-A L., and Joaquin Fernandez-Tapia. "Dealing with the inventory risk: a solution to the market making ...
lehalle's user avatar
  • 12.3k

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