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

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  • Member for 2 years, 10 months
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  • Last seen Dec 12 '20 at 6:42

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10 Market impact, why square root? Jan 8 '19
9 Permanent or long-term (months) market impact of large trades in stocks / equities Mar 17 '19
4 How rapidly should estimated volatility and volume change for estimating market impact in small markets? Jan 8 '19
1 better estimator of volatility for small samples Apr 28 '19

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