Quantitative Finance
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OrangeSherbet

I'm a physicist that has interests in computational finance and mathematics.

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Top posts (4) All Questions Answers | Votes Newest

9 Permanent or long-term (months) market impact of large trades in stocks / equities Mar 17
8 Market impact, why square root? Jan 8
3 How rapidly should estimated volatility and volume change for estimating market impact in small markets? Jan 8
1 better estimator of volatility for small samples Apr 28

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