… Robert Kissell, the first author to discuss algorithmic trading across the various asset
classes, provides key insights into ways to develop, test, and build trading algorithms. Readers …

… Robert Almgren and Neil Chriss provided the groundbreaking work on the efficient trading
frontier, and introduced the appropriate mathematical trading concepts to the trading side of …

In this paper we provide both a decision framework to estimate transaction costs and develop
optimal trading strategies to achieve best execution. The methodology is based on an …

The emergence of algorithmic trading as a viable and often preferred execution mechanism
has created a need for new suites of trading analytics to assist investors to compare, …

Multi-Asset Risk Modeling describes, in a single volume, the latest and most advanced risk
modeling techniques for equities, debt, fixed income, futures and derivatives, commodities, …

… Robert Kissell is the President and founder of Kissell Research Group. He has over 20 years
of experience specializing in economics, finance, math & statistics, algorithmic trading, risk …

With the advent of algorithmic trading it is essential that investors become more proactive in
the decision making process to ensure selection of the most appropriate algorithm. Investors …

Aerial infrared imagery is used increasingly in eastern North America to provide population
counts of white‐tailed deer Odocoileus virginianus because of the increased probability of …

Population monitoring requires techniques that produce estimates with low bias and
adequate precision. Distance sampling using ground‐based thermal infrared imaging (ground …

Transaction costs and transaction cost analysis (TCA) has captured renewed attention in the
financial industry due to the recent increase in electronic orderflow and algorithmic trading. …