Slava Mazur

Liquidnet, Inc

Quantitative Strategies

498 Seventh Avenue, 15th floor

New York, NY 10018

United States

SCHOLARLY PAPERS

2

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301

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0

CROSSREF CITATIONS

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Scholarly Papers (2)

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1.

Modeling Market Impact and Timing Risk in Volume Time

Algorithmic Finance 2013, 2:2, 113-126
Number of pages: 15 Posted: 11 Sep 2013
Slava Mazur
Liquidnet, Inc
Downloads 301 (104,551)

Abstract:

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2.

Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands

The Journal of Trading, Fall 2011, Vol. 6, No. 4, pp. 45-52, https://doi.org/10.3905/jot.2011.6.4.045
Posted: 21 May 2019
Vladimir Markov, Slava Mazur and David Saltz
Liquidnet, Inc., Liquidnet, Inc and Liquidnet, Inc

Abstract:

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market microstructure, algorithmic trading