Stefan Zohren gave the keynote speech at the 14th Imperial College Hedge Fund Conference in London on June 7, 2022. The event had four sessions on Transaction Costs and Systematic Strategies, Predictability in Overnight and Option Returns, Cryptocurrencies, Climate and Sustainable Finance. Stefan spoke about his recent work with Cam Harvey and colleagues at Man Group, introducing a novel measure for market impact of correlated orderflow.


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