Nowadays, many securities are inter-related and multiple listed. Orders may have cross-market influence, and timing impacts execution quality. Algorithms optimize execution by electronically breaking up orders, selecting which venue to send them to and launching the orders at just the fair age. However in today’s quick-paced financial markets, a trading strategy typically has a limited lifetime expectancy.
Tags: | liberal | personal finance | ramblings |
April 7, 2011
Customizing Algorithms to Achieve Optimal Performance
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