Academic Research

Minimising transaction costs is important for best execution. While existing research minimises the cost of a single trade, our results optimise the combined execution cost of two sequential orders.

How can investors construct highly accurate transfer ranking models? Daniel Poh, Dphil Student at the Oxford-Man Institute of Quantitative Finance shares his research findings.

How can automated market makers find an optimal liquidity provision strategy? Fayçal Drissi, Visiting PhD Student at the Oxford-Man Institute of Quantitative Finance, shares his research findings.