When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.
Using price impact models, the reader learns how to by Kevin T. Webster. Automated trading is now the dominant form of trading across all frequencies. Handbook of Price Impact Modeling. "Kevin Webster has written a remarkable textbook that studies these problems in a uniquely comprehensive manner.
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network.