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Paper of Last Week
Trading with Concave Price Impact and Impact Decay - Theory and Evidence
Trading costs play a central role in designing and implementing quantitative trading strategies. For sizable funds, the crucial concern is their trades' adverse price impact.
It is well known that impact is concave in trade sizes, in that large trades have a smaller impact than predicted by a linear model and are instead better described by a "square-root law". Price dislocations are also not static but gradually dissipate over time.
This paper studies statistical arbitrage problems accounting for both the nonlinear and transient nature of price impact. We show that simple explicit trading rules can be derived even for general nonparametric alpha and liquidity signals, and also discuss extensions to several impact decay timescales.
Professor Johannes Muhle-Karbe wrote this small summary above for ML-Quant readers.
These results are illustrated using a proprietary dataset of Capital Fund Management metaorders, which allows us to calibrate the levels, concavity, and decay parameters of the price impact model and analyze their effects on optimal trading.
SSRN
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Quantitative
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Paper with Code
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