Tag: #kissell-glantz
Writing on GPUs, LLMs, MLOps, Kubernetes — and mindset · 1 posts
TCA + Market Impact Models 2026 Deep Dive — Implementation Shortfall, Almgren-Chriss, Kissell-Glantz I-Star, Bouchaud-Farmer Propagator, Bloomberg BTCA, Virtu, big xyt, BMLL, Tradeweb
Complete 2026 guide to TCA and market impact models — Perold (1988) Implementation Shortfall, Almgren-Chriss (2000) optimal execution, Kissell-Glantz I-Star, Obizhaeva-Wang (2013) temporary/permanent impact, Bouchaud-Far
2026-05-25 · 22 min read #tca#transaction-cost-analysis#market-impact#implementation-shortfall#almgren-chriss