Universal trading under proportional transaction costs

Published 21 Mar 2016 in q-fin.TR | (1603.06558v1)

Abstract: The theory of optimal trading under proportional transaction costs has been considered from a variety of perspectives. In this paper, we show that all the results can be interpreted using a universal law, illustrating the results in trading algorithm design.

Abstract PDF Upgrade to Chat

Authors (1)

Richard J Martin

Citations (3)

View on Semantic Scholar

Summary

No one has generated a summary of this paper yet.

Sign Up to Summarize

Paper to Video (Beta)

No one has generated a video about this paper yet.

Sign Up to Generate All Videos Subscribe on YouTube

Whiteboard

No one has generated a whiteboard explanation for this paper yet.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Collections

Sign up for free to add this paper to one or more collections.