This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces before being sent to the market on one of the main Asian markets. In line with our previous work on the...
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces before being sent to the market on one of the main Asian markets. In line with our previous work on the...
This paper deals with a fundamental subject that has seldom been addressed in recent years, that of market impact in the options market. Our analysis is based on a proprietary database of metaorders-large orders that are split into smaller pieces before being sent to the market on one of the main Asian markets. In line with our previous work on the...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
In this paper we propose a mathematical framework to address the uncertainty emergingwhen the designer of a trading algorithm uses a threshold on a signal as a control. We rely ona theorem by Benveniste and Priouret to deduce our Inventory Asymptotic Behaviour (IAB)Theorem giving the full distribution of the inventory at any point in time for a wel...
IMost of the current economic literature on growth has focused on products and manufacturing. But professional services differ from manufactured products because their value stems from an interaction with the customer, while products value stems from technology. Therefore, growing a professional service is not about investing in technology but rath...
