Quantitative Finance
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Mark Horvath

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 5 years, 10 months
  • 58 profile views
  • Last seen Apr 30 '19 at 16:23

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4 Is there a standard model for market impact? Jul 19 '15
3 Bayesian estimation of asset pricing models Jul 19 '15
3 What are examples of boosting, bagging, stacking or subspace method in quantitative finance? Dec 17 '16
2 What is some book that is complete and easy but hard enough to serve as prerequisite for asset pricing and portfolio choice theory? Jul 19 '15
1 How do I estimate opening call auction order book for equities? Jun 19 '17
1 Typical coefficients uses in square-root model for market impact Jul 18 '15
1 What are commercial impact models and transaction cost analysis models out there for simulation? Jul 19 '15
1 Impact / slippage model for open and closing crossing auctions? Oct 19 '15
1 How to scale $\alpha$, trading costs in a standard portfolio optimization problem Jul 19 '15
1 How to simulate slippage Jul 19 '15
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