Skip to content
Quantitative Regulation

Quantitative Regulation

Analytics and Models for Regulation at CMAP – École Polytechnique

  • About
    • Origin and sponsorship
  • People
    • Mathieu Rosenbaum
    • Charles-Albert Lehalle
    • Alexandre Laumonier
    • Marcos Carreira
    • Bastien Baldacci
    • Aditi Dandapani
    • Joffrey Derchu
    • Omar El Euch
    • Antoine Fosset
    • Paul Jusselin
    • Iuliia Manziuk
    • Othmane Mounjid
    • Pamela Saliba
    • Emel Savku
    • Mehdi Tomas
  • Associate researchers and collaborators
  • Research
    • Volatility
      • High-frequency volatility
      • Rough volatility
    • Market microstructure
      • Limit Order Books (LOB)
      • High Frequency Trading
      • Tick Size
    • Regulation
      • Circuit Breakers
    • Hawkes processes
    • Papers, Presentations and Books
    • Other papers
  • Events
  • Journal
  • Blog
  • Twitter
  • Contact Us

Recent Posts

  • New papers 2021 and 2022
  • Mathieu Rosenbaum and Jim Gatheral won Quant of the Year – Risk Awards 2021
  • Bastien Baldacci and Iuliia Manziuk win Rising Star in Quant Finance – Risk Awards 2021
  • New papers – 2nd half of 2020
  • A note on Almgren-Chriss optimal execution problem with geometric Brownian motion

Recent Comments

  • Solving the enigma of volatility smiles – Quantitative Regulation on The quadratic rough Heston model and the joint S&P 500/Vix smile calibration problem

Archives

  • September 2022
  • February 2021
  • October 2020
  • June 2020
  • May 2020
  • April 2020
  • March 2020
  • December 2019
  • November 2019
  • August 2019
  • June 2019
  • April 2019
  • March 2019
  • February 2019
  • July 2018
  • June 2018
  • May 2018
  • March 2018

Categories

  • Book reviews
  • Circuit breakers
  • Events
  • Interviews
  • Papers
  • People
  • Rough Volatility

Meta

  • Log in
  • Entries feed
  • Comments feed
  • WordPress.org
Privacy & Cookies: This site uses cookies. By continuing to use this website, you agree to their use.
To find out more, including how to control cookies, see here: Cookie Policy

4 by Alexandre Laumonier – reviews

The book 4 by Alexandre Laumonier is out, and you can check the reviews/interviews in several languages:

Le prix de la vitesse – Mediapart – En attendant Nadeau

Le «trading à haute fréquence», c’est aussi romanesque – Mediapart (paywall)

Alexandre Laumonier : « La plupart des traders haute fréquence ont abandonné cette course de vitesse à tout prix » – Les Echos (by Nessim Ait-Kacimi)

Les drôles d’infrastructures de la finance – L’Humanité

Alexandre Laumonier: “Ce n’est pas parce que tu as plus d’argent que tu es le plus rapide” – L’Echo

“4” by Alexandre Laumonier – “Sniper In Mahwah” – Matt Hurd in the Meanderful blog

Comment la finance a toujours été affaire de vitesse (et d’arnaque) – L’Obs

La Libre Belgique:

Le Monde:

Gillian Tett of the Financial Times mentions 4 (and Donald MacKenzie, also an excellent read) in this recent article:

Finance v physics: even ‘flash boys’ can’t go faster than light

Posted on 2019-02-212019-02-26Author adminCategories Book reviews

Post navigation

Previous Previous post: Bachelier Finance Society Junior Scholar Award – 2018 Winners
Next Next post: From Glosten-Milgrom to the whole limit order book and applications to financial regulation
Proudly powered by WordPress