Research Paper: Unifying Theory of Order Flow, Market Impact & Rough Volatility
SOPHIE's Daddy Quant Blog
This video walks through the breakthrough research by Muhle-Karbe et al. linking order flow, market impact, and rough volatility through a single structural statistic ā bridging microstructure and stochastic volatility theory.
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Topics: quantitative finance, investment analysis, financial education, financial education video, trading tutorial
