Market Impact – Time for More Math in the Algorithm?

The growth in automated and algorithmic trading is never far away from any financial journalist's pen, but it is often difficult to cut through the press and marketing hype to get a clearer picture of what is really going on. Brian Sentance of Xenomorph has been speaking with some of the leading algorithmic trading technology vendors to get their views, and suggests that areas such as market impact modeling could become a new battleground for quants interested in this field.

View whole article (PDF)