Can anyone recommend any interesting reading (research papers, books) that have good coverage on pre-trade market impact models? I did not find any relevant posts (though I did try a search).
http://news.yahoo.com/s/livescience/20080727/sc_livescience/wormsdocalculustofindfood;_ylt=AnMrCAXbtsxB5GAPByc1Ip6s0NUE
I found this interesting...for anyone who ever told us we'd never use calculus in the real world...
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