Today is Lithuania’s independence day and I have created R user group in Lithuania – VilniusR. If you are near by please follow the link, sign up and I hope that we will have a meeting soon. [Read more...]

I will be giving a presentation on “Optimal transaction cost” in Vilnius on  16  August. While preparing the presentation and looking for an optimal execution solution, a natural question arises: does the size of the trade affect stock market price? I’m sure, you would say 100 % yes. Well, you would be ... [Read more...]