Horizon Software, the market making, agency trading and algo trading technology provider, funding a research project in partnership with the university of Paris-Saclay-Ecole Doctorale de Mathématiques Hadamard.
The study will focus on optimal execution, measurement, and control of liquidity risk, aiming to find a way to beat algo execution benchmarks. The three-year research project will be led by Yadh Hafsi and supervised by Horizon’s CTO, Olivier Masdebrieu, and two professors from Paris-Saclay, Vathana Ly Vath and Etienne Chevalier.
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