Return to Colloquia & Seminar listing
Algorithmic trading
William Thurston Lectures| Speaker: | George Papanicolaou, Stanford University |
| Location: | 1147 MSB |
| Start time: | Fri, Feb 28 2014, 4:10PM |
Description
I will review briefly basic portfolio theory and then
discuss models for limit order trading, statistical
arbitrage and the possible instabilities such trading
may induce.