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 — bridging microstructure and stochastic volatility theory. šŸŽ„ Video Tutorial šŸŽ„ Watch Video: https://youtu.be/wF1vaW8WwzU Topics: quantitative finance, investment analysis, financial education, financial education video, trading tutorial