Tag: execution-algos
Concepts
- Anti-Gaming Logic In Execution Algos
- The Bertsimas-Lo Execution Problem
- Block Trades And The Upstairs Market
- Conditional Orders And Indications Of Interest
- Sourcing Dark Liquidity
- Randomising Execution To Avoid Detection
- Trading Into Alpha: Execution With A Signal
- Gatheral's No-Dynamic-Arbitrage Condition
- How Deep To Place A Limit Order
- Optimal Execution Using Limit Orders
- Slicing A Parent Order Into Children
- Choosing A Participation Rate
- Scheduling A Portfolio Trade List
- Propagator Models Of Price Impact
- Reinforcement Learning For Order Execution
- RFQ And Request-For-Quote Execution
- Static Versus Adaptive Execution Schedules
- Target-Close Algorithms
- Urgency And The Risk-Aversion Parameter
- Estimating The Volume Curve For VWAP