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Execution Strategies- few papers/articles

sandeep

sandeep

Joined
11/28/06
Messages
31
Points
18
I could find a few papers/articles on execution strategies. Few papers on VWAP/pairs trading are attached below.

-Sandeep
 

Attachments

  • Optimal slice of a VWAP trade.pdf
    205.6 KB · Views: 44
  • Pairs Trading.pdf
    136.7 KB · Views: 28
  • HookedonSpeed.pdf
    117.3 KB · Views: 20
  • AlgoSelection.pdf
    141.3 KB · Views: 30
  • PerformanceOfBrokerAlgorithms.pdf
    233 KB · Views: 25

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