Olivier Ledoit
1 SlideShare 4 Abonné
Personal Information
Entreprise/Lieu de travail
Geneva Area, Switzerland Switzerland
Profession
Visiting Professor of Finance at UCLA Anderson School of Management
Secteur d’activité
Finance / Banking / Insurance
Site Web
http://www.ledoit.net
À propos
I have had 2 careers: the first as an academic researcher, and the second as a proprietary trader. I am now independent, but available for consulting-type roles (outside Switzerland).
Coordonnées
Mots-clés
high-frequency trading research report transaction cost trading strategy bid-ask spread dark pools optimal trading strategy
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Documents

(1)

A Portfolio Manager's Guidebook to Trade Execution

il y a 8 ans • 2587 Vues
Personal Information
Entreprise/Lieu de travail
Geneva Area, Switzerland Switzerland
Profession
Visiting Professor of Finance at UCLA Anderson School of Management
Secteur d’activité
Finance / Banking / Insurance
Site Web
http://www.ledoit.net
À propos
I have had 2 careers: the first as an academic researcher, and the second as a proprietary trader. I am now independent, but available for consulting-type roles (outside Switzerland).
Mots-clés
high-frequency trading research report transaction cost trading strategy bid-ask spread dark pools optimal trading strategy
Tout plus