Files Included :

1 Book size and shape — empirical observations.mp4 (131.24 MB)
MP4
2 Diffusion models of the order book.mp4 (471.19 MB)
MP4
3 The Bouchaud-Mézard-Potters model.mp4 (329.68 MB)
MP4
1 A basic market-making strategy.mp4 (292.7 MB)
MP4
2 The Avellaneda-Stoikov Model.mp4 (414.02 MB)
MP4
1 Measuring market impact on trade data; a simple model wo feedback.mp4 (144.34 MB)
MP4
2 A comprehensive model with feedback.mp4 (181.81 MB)
MP4
3 Permanent market impact – the general case.mp4 (277.82 MB)
MP4
1 The liquidation problem numerical experiments.mp4 (149.98 MB)
MP4
2 The case without drift a stochastic control approach.mp4 (145.67 MB)
MP4
3 The case with drift.mp4 (233.87 MB)
MP4