Best Execution Strategy with Optimal Percentage of Volume - MATLAB
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      Best Execution Strategy with Optimal Percentage of Volume

      Executing a large order can lead to substantial market impact. On the other hand, if you delve into many small orders, you can reduce the market impact that would be exposed to timing risk instead. Use MATLAB® to find the trading strategy that can help minimize transaction costs, including: market impact, price appreciation, and timing risk.

      Published: 5 May 2016

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