Udemy - A Primer on Quant Trading

Files Included :

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