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Buy-side quants of the year: Nicholas Westray and Kevin Webster

Risk Awards 2024: Debiasing technique for data could usher in golden age of transaction cost analysis ....

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Exploiting causal biases in market impact models

Model calibration gains efficiency by including biased but adjusted trading data ....

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Getting more for less: better A / B testing via causal regularisation

A causal machine learning algorithm is used to estimate trades’ price impact ....

New York , United States , Columbia University , City Of , United Kingdom , Steve Gaudette , Johannes Muhle Karbe , Kolm Westray , Petter Kolm , Jegadeesh Titman , Kevin Webster , Nicholas Westray , Deutsche Bank , Cambridge University Press , Courant Institute Of Mathematical Sciences , Cambridge University , Imperial College , Shares Russell , Mathematical Sciences , Neural Information Processing Systems , Portfolio Management , Transaction Cost Analysis , Trading Strategy , Trade Execution , Investment Strategies , Algorithmic Trading ,

Podcast: NYU's Kolm on transaction costs and machine learning

Podcast: NYU's Kolm on transaction costs and machine learning
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