Social Sharing
Extended Viewer
The Market Impact Model, Part 4
Sep 1, 1998
In previous articles in this series, we have described the purpose of the Market Impact Model, the economic intuition behind it and the model itself. Now it is time to explore how well the model actually works. There is a wide variety of tests that may be made of the model. We shall begin with the simplest test and work up to the more complicated ones, sharpening our understanding of cost modeling as we go.