# eFX - algos


- 2016 https://mfe.baruch.cuny.edu/wp-content/uploads/2017/05/Chicago2016OptimalExecution.pdf
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https://www.imperial.ac.uk/media/imperial-college/research-centres-and-groups/cfm-imperial-institute-of-quantitative-finance/events/Lillo-Imperial-Lecture3.pdf
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- 2019 [Optimal VWAP execution under transient price impact](https://arxiv.org/pdf/1901.02327.pdf)

# Parents

* Markets - FX