Slava Mazur

Liquidnet, Inc

Quantitative Strategies

498 Seventh Avenue, 15th floor

New York, NY 10018

United States

SCHOLARLY PAPERS

2

DOWNLOADS

465

CITATIONS

1

Scholarly Papers (2)

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 192 (93,130)

Abstract:

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
Number of pages: 10 Posted: 13 Dec 2012
Vladimir Markov, Slava Mazur and David Saltz
Liquidnet, Inc., Liquidnet, Inc and Liquidnet, Inc
Downloads 159 (118,584)
Citation 1

Abstract:

market microstructure, algorithmic trading