sandeep Joined 11/28/06 Messages 31 Points 18 1/13/08 #1 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 Optimal slice of a VWAP trade.pdf 205.6 KB · Views: 44 Pairs Trading.pdf Pairs Trading.pdf 136.7 KB · Views: 28 HookedonSpeed.pdf HookedonSpeed.pdf 117.3 KB · Views: 20 AlgoSelection.pdf AlgoSelection.pdf 141.3 KB · Views: 30 PerformanceOfBrokerAlgorithms.pdf PerformanceOfBrokerAlgorithms.pdf 233 KB · Views: 25
I could find a few papers/articles on execution strategies. Few papers on VWAP/pairs trading are attached below. -Sandeep
