Tag Archives: Market Impact

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

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

 

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

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Read Independent Study on High-Frequency Trading: Methodologies and Market Impact

Read Independent Study on High-Frequency Trading: Methodologies and Market Impact – http://ht.ly/7sWVA

http://www.finextra.com/community/FullBlog.aspx?blogid=5984

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thank you very much for the articles. At last I can read not marketing but very good academic like up-to-date papers on HFT, DMA, AT.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!