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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 …

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

Market impact

Want to learn about this algoritm? Learn more by joining our quant newsletter or  become a QuantLabs.net Premium Member today. Get access by going to: http://quantlabs.net/membership.htm 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!

Estimate cost of market impact

Want to learn about this algoritm? Learn more by joining our quant newsletter or  become a QuantLabs.net Premium Member today. Get access by going to: http://quantlabs.net/membership.htm 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 == 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 …

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

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