anyone know of a method for determining market impact of a strategy? maybe a white paper?

(Last Updated On: May 14, 2012)

anyone know of a method for determining market impact of a strategy? maybe a white paper?

 

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Please see Algorithmic Trade Execution and Market Impact post on this page:
http://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1214230287/15

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