2023 Rebellion Research Quant Books Of The Year
Handbook of Price Impact Modeling… by Webster, Kevin T (amazon.com)
Transformers in Action (manning.com)
Honorable Mention to the working paper ‘Financial Machine Learning’ which is on the road to becoming a book! Written by Dacheng Xiu Professor of Econometrics and Statistics at the University of Chicago Booth! We were super impressed with Professor Xiu at the Rebellion Research MIT conference!
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