Optimal Execution for N Traders with Transient Price Impact

Explore a comprehensive lecture on optimal execution strategies for N traders facing transient price impact, delivered by Marcel Nutz from Columbia University at the Eastern Conference on Mathematical Finance. Delve into advanced mathematical finance concepts and gain insights into the complexities of multi-trader scenarios in financial markets. Learn about the latest research and methodologies for optimizing trading execution in the presence of price impact, and understand how these strategies can be applied to real-world trading scenarios. Enhance your knowledge of quantitative finance and algorithmic trading through this in-depth presentation from a leading expert in the field.

Optimal Execution for N Traders with Transient Price Impact