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Quants look to language models to predict market impact

Oxford-Man Institute says LLM-type engine that ‘reads’ order-book messages could help improve execution

Stefan zohrenRoman instituteMan groupUniversity of oxfordOxford man instituteDeutsche bankKhan groupLarge language modelsMachine learningFixed incomeArtificial intelligenceEmerging technologiesTrading tech

Quants look to language models to predict market impact

Oxford-Man Institute says LLM-type engine that ‘reads’ order-book messages could help improve execution

Stefan zohrenMan groupUniversity of oxfordRoman instituteOxford man instituteDeutsche bankKhan groupMarket impactMachine learning

Wall Street hedge fund pioneers AI-driven investment success

Voleon Group, a hedge fund with $5 billion in assets under management, is at the forefront of the AI-driven revolution in finance.

New yorkUnited statesCity ofUnited kingdomBloomberg businessweekStafford masieMartin wolfMichael kharitonovStefan zohrenJason hsuRenee yaoNeo ivyAndreas vogelJustina leeResearch affiliatesMan group

5 experts win Bernstein Fabozzi/Jacobs Levy award for paper on market impact costs of trading

The top prize in the Bernstein Fabozzi/Jacobs Levy Awards went to five experts who examined the market impact costs of trading.

Anthony ledfordFrankj fabozziPhilipp ustinovPeterl bernsteinStefan zohrenFeifei liBernstein fabozzi jacobsBruce jacobsEmidio sciulliAfsaneh mastouriCampbellr harveyRohit mendirattaDuke universityJacobs levyLong term market impactJacobs levy equity management

Podcast: Man Group s Zohren on forecasting prices with DeepLOB

Deep learning model can project prices around 100 ticks into the future

Zihao zhangStefan zohrenStephen robertsRoman instituteMan groupOxford man instituteGoogle podcastsDeep learningCentral limit order book clobPtimal limit order executionReinforcement learningTrade executionMarket makingHigh frequency trading hft

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