태그: #bouchaud-farmer
GPU·LLM·MLOps·쿠버네티스, 그리고 마음가짐에 관한 글 · 1 편
TCA(거래비용분석) + 시장충격모델 2026 딥다이브 — Implementation Shortfall, Almgren-Chriss, Kissell-Glantz I-Star, Bouchaud-Farmer Propagator, Bloomberg BTCA, Virtu, big xyt, BMLL, Tradeweb 완전 정복
2026년 TCA/시장충격모델 생태계 총정리 — Perold(1988) Implementation Shortfall, Almgren-Chriss(2000) 최적실행, Kissell-Glantz I-Star, Obizhaeva-Wang(2013) 일시/영구 충격, Bouchaud-Farmer Propagator, Bloomberg BTCA, Virtu Pre-Trade, J.P.Morgan S
2026-05-25 · 37 분 읽기 #tca#transaction-cost-analysis#market-impact#implementation-shortfall#almgren-chriss