Stop-loss
BofA quants propose new model for when to hold, when to sell
Closed-form formula helps market-makers optimise exit strategies
A quant’s view on protecting stock-pickers from themselves
Ex-Citadel, Millennium risk manager says fundamental investors have much still to improve
Buy-side quant of the year: Alex Lipton and Marcos Lopez de Prado
Risk Awards 2021: optimal trading solution was inspired by concept used in nuclear cooling
A closed-form solution for optimal mean-reverting strategies
The heat potentials method is used to find the optimal profit-taking and stop-loss levels
UK markets review to urge charging for stop losses – sources
Regulators will also ban last look without intent to trade