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 ♪ Listenable
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