Tag: #vwap-twap
Writing on GPUs, LLMs, MLOps, Kubernetes — and mindset · 2 posts
OEMS and Trading Platforms 2026 Deep Dive — Bloomberg AIM/EMSX, Refinitiv Eikon, Charles River, FactSet, Aladdin in Full
The combination of Order Management (OMS) and Execution Management (EMS) into OEMS is, in 2026, the nervous system of global asset management. This piece walks the full landscape: Bloomberg AIM/EMSX, Refinitiv Eikon/Work
2026-05-25 · 25 min read #oems#bloomberg-terminal#refinitiv-eikon#charles-river-ims#factsetMarket Microstructure & Algorithmic Trading Theory 2026 Deep Dive: LOB, Almgren-Chriss, Avellaneda-Stoikov, Kyle Lambda — A Complete Guide
The 2026 toolkit of market microstructure — LOB modeling, Almgren-Chriss optimal execution, Avellaneda-Stoikov market making, Kyle lambda (information asymmetry), Glosten-Milgrom adverse selection, Hawkes point processes
2026-05-25 · 15 min read #market-microstructure#limit-order-book#almgren-chriss#avellaneda-stoikov#kyle-lambda