Trade execution and market making
3 methods in the atlas attack this one problem. They are rivals: each wins something the others do not.
Phrasings that mean this problem
Trade executionMarket making
quantitative-finance
- Almgren-ChrissOptimal execution schedulespecialistquantitative-finance
- VWAP executionVolume-profile slicingstandardquantitative-finance
- Avellaneda-StoikovInventory-aware quotingspecialistquantitative-finance