Long Zhao

Columbia University - Departments of Statistics and Mathematics

1255 Amsterdam Avenue

New York, NY 10027

United States

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Scholarly Papers (1)

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Unwinding Stochastic Order Flow: When to Warehouse Trades

Number of pages: 48 Posted: 02 Nov 2023
Marcel Nutz, Kevin Webster and Long Zhao
Columbia University, Columbia University and Columbia University - Departments of Statistics and Mathematics
Downloads 525 (101,157)

Abstract:

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Internalization, Optimal Execution, Price Impact, Central Risk Book, Market Making