Implementation shortfall

Results: 14



#Item
1Integrating Dark Overlay and Implementation Shortfall Implementation Shortfall strategies may be suitable when your primary concern is minimizing impact or slippage to a reference price. But, trading objectives often ex

Integrating Dark Overlay and Implementation Shortfall Implementation Shortfall strategies may be suitable when your primary concern is minimizing impact or slippage to a reference price. But, trading objectives often ex

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Source URL: www.bofaml.com

Language: English - Date: 2016-05-24 15:43:04
2ITOS Integrated Trade Optimization Service Inefficiency of standard implementation shortfall algorithms 

ITOS Integrated Trade Optimization Service Inefficiency of standard implementation shortfall algorithms 

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Source URL: www.northinfo.com

Language: English - Date: 2011-03-20 11:35:29
3Implementation Shortfall with Transitory Price Effects Terrence Hendershott, Charles M. Jones, and Albert J. Menkveld March 18, 2013 Regulators and some large investors have recently raised concerns about

Implementation Shortfall with Transitory Price Effects Terrence Hendershott, Charles M. Jones, and Albert J. Menkveld March 18, 2013 Regulators and some large investors have recently raised concerns about

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Source URL: faculty.haas.berkeley.edu

Language: English - Date: 2013-03-18 13:15:12
    4NovemberUnderstanding and Avoiding Adverse Selection in Dark Pools Traders have long associated adverse selection in dark pools with block executions. A trader typically considers himself ‘adversely selected’

    NovemberUnderstanding and Avoiding Adverse Selection in Dark Pools Traders have long associated adverse selection in dark pools with block executions. A trader typically considers himself ‘adversely selected’

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    Source URL: www.itg.com

    Language: English - Date: 2010-01-06 14:07:15
    5T Standard, Version 2.0 December 2008 I. Transition Implementation Shortfall1 1. “Implementation shortfall” shall be defined as the arithmetic difference between the return on the actual portfolio and the return on t

    T Standard, Version 2.0 December 2008 I. Transition Implementation Shortfall1 1. “Implementation shortfall” shall be defined as the arithmetic difference between the return on the actual portfolio and the return on t

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    Source URL: www.russell.com

    Language: English - Date: 2013-01-11 06:55:21
    6Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use

    Adaptive Arrival Price Robert Almgren∗ and Julian Lorenz∗∗ April 27, 2006 Abstract Electronic trading of equities and other securities makes heavy use

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    Source URL: www.cims.nyu.edu

    Language: English - Date: 2006-09-09 11:43:24
    7Transaction Cost Analysis Understanding Trade Execution Impact Transaction Cost Analysis (TCA) lets investment managers determine the effectiveness of their portfolio transactions. By providing greater transparency into

    Transaction Cost Analysis Understanding Trade Execution Impact Transaction Cost Analysis (TCA) lets investment managers determine the effectiveness of their portfolio transactions. By providing greater transparency into

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    Source URL: www.crd.com

    Language: English - Date: 2014-12-30 11:19:14
    8Algo transitions Chris Jackson, Director, Execution Sales, Merrill Lynch International Sponsored Statement Portfolio transitions are very different from conventional asset management,

    Algo transitions Chris Jackson, Director, Execution Sales, Merrill Lynch International Sponsored Statement Portfolio transitions are very different from conventional asset management,

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    Source URL: www.automatedtrader.net

    Language: English - Date: 2007-12-05 05:25:48
    9Portfolio Solutions Performance Measurement How to measure success? Is implementation shortfall the best way? FTSE Global Markets

    Portfolio Solutions Performance Measurement How to measure success? Is implementation shortfall the best way? FTSE Global Markets

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    Source URL: www.ftseglobalmarkets.com

    Language: English - Date: 2012-10-17 11:06:11
    10Microsoft Word - JPM Algorithmic Trading_4[removed]revised.doc

    Microsoft Word - JPM Algorithmic Trading_4[removed]revised.doc

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    Source URL: www.e-forex.net

    Language: English - Date: 2010-04-28 11:23:57