Dynamic trade execution: a grammatical evolution approach
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چکیده
منابع مشابه
Dynamic trade execution: a grammatical evolution approach
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument. Investors wishing to execute large orders face a tradeoff between market impact and opportunity cost. Trade execution strategies are designed to balance out these costs, thereby minimising total trading cost. Despite the importance of optimising the trade execution process, ...
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ژورنال
عنوان ژورنال: International Journal of Financial Markets and Derivatives
سال: 2011
ISSN: 1756-7130,1756-7149
DOI: 10.1504/ijfmd.2011.038526