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Anurag
Anurag is on page 103 of 224 of Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
Points out that size and aggressiveness are related.
Aug 05, 2014 07:50AM Add a comment
Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)

Anurag
Anurag is on page 100 of 224 of Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
The spectrum of aggressiveness ranges from market-order to and out-of-the-book limit order.
Aug 05, 2014 07:49AM Add a comment
Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)

Anurag
Anurag is on page 60 of 224 of Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)
Narang does not believe in 'any' sort of risk models based on volatility.
Aug 04, 2014 11:24AM Add a comment
Inside the Black Box: The Simple Truth About Quantitative Trading (Wiley Finance)

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