Equilibrium model
Podcast: Alvaro Cartea on collusion within trading algos
Oxford-Man Institute director worries ML-based trading could have anti-competitive effects
From horses to hedging
Financial derivatives rely on liquid underlying markets to work properly, but what happenswhen such underlying markets do not exist, as is the case for indexes such as GDP orunemployment? Here, Ken Baron and Jeffrey Lange suggest a parimutuel auction…