Explore a lecture from the Brooklyn Quant Experience Lecture Series featuring Laura Leal from Princeton University, discussing "Optimal Execution with Quadratic Variation Inventories." Delve into the intricacies of inventory data, statistical tests, and modeling optimal execution in financial markets. Gain insights into automated trading strategies and their implications. Examine numerical results and engage with audience questions to deepen understanding of this complex topic in quantitative finance.
Optimal Execution with Quadratic Variation Inventories - BQE Lecture Series