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1
Introduction
2
Motivation
3
Inventory Data
4
Statistical Tests
5
Modeling Optimal Execution
6
Optimal Execution Model
7
Example
8
Numerical Results
9
Approach
10
Discussion
11
Automated Trading
12
Audience Questions
Description:
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

New York University (NYU)
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