Handbook of Price Impact Modeling

The Handbook of Price Impact Modeling by Kevin Thomas Webster is an essential resource for both practitioners and students interested in the complexities of quantitative trading and portfolio management. Published in 2023 by Taylor & Francis Ltd, this comprehensive hardback spans 416 pages and offers a robust mathematical framework supported by academic references. As automated trading continues to dominate across all frequencies, this handbook equips readers with the necessary tools to effectively apply price impact models. Whether you are looking to enhance your trading strategies or deepen your understanding of market dynamics, this book serves as a vital guide in navigating the intricacies of modern trading environments.