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| | mechanicalmarkets.wordpress.com
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| | A central challenge in economics is understanding how price affects the quantity of supply and demand, a relationship often assumed to be approximately linear. But there are markets where this notion of linearity, sometimes called "elasticity," may not hold. In a paper that deserves more attention, Donier and Bouchaud show that supply/demand curves of rapidly...
| | www.chrisstucchio.com
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| | One of the more enduring memes about algorithmic trading is
| | rick.bookstaber.com
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| | book.equityanalytics.store
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| [AI summary] Equity Analytics is a comprehensive guide to data-driven quantitative investing, offering advanced techniques and tools like the Equities Entity Store for financial research and strategy development.