Kevin Thomas Webster, PhD

Quantitative Researcher at D.E. Shaw
Risk's Buy-Side Quant of the Year 2024

New Publication

Handbook of Price Impact Modeling provides practitioners and students with a mathematical framework grounded in academic references to apply price impact models to quantitative trading and portfolio management.

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New Academic Articles

Trading with Concave Price Impact and Impact Decay - Theory and Evidence

Nonlinear price impact, optimal trading

Unwinding Stochastic Order Flow: When to Warehouse Trades

Internalization, Optimal Execution, Price Impact, Central Risk Book, Market Making

The Cost of Misspecifying Price Impact

Nonlinear price impact, model misspecification, optimal trading

Kevin T Webster, PhD

Kevin Thomas Webster, PhD

Quantitative Researcher at D.E. Shaw
Risk's Buy-Side Quant of the Year 2024

New Publication

Academic Talks

Frontiers in Quantitative Finance: Dr Kevin Webster, Colombia University

Beta Sigma Club | Kevin Webster, on Price Impact Models & Stochastic Control in Finance

Kevin Webster: "How Price Impact Distorts Accounting P&L"

Dr. Kevin Webster: "Getting More for Less - Better A/B Testing via Causal Regularization"

New Academic Articles

LinkedIn | Email | SSRN

Last Edited November 2023

Kevin Thomas Webster, PhD

Quantitative Researcher at D.E. Shaw Risk's Buy-Side Quant of the Year 2024

New Publication

Academic Talks

Frontiers in Quantitative Finance: Dr Kevin Webster, Colombia University

Beta Sigma Club | Kevin Webster, on Price Impact Models & Stochastic Control in Finance

Kevin Webster: "How Price Impact Distorts Accounting P&L"

Dr. Kevin Webster: "Getting More for Less - Better A/B Testing via Causal Regularization"

New Academic Articles

Quantitative Researcher at D.E. Shaw
Risk's Buy-Side Quant of the Year 2024