Order Size, Trading Costs & Bilateral Liquidity Part 1
What is the relationship between the size of a Parent Order and trading performance? Over the years, trade analytics (TCA) has categorized the drivers of trading cost into constituent parts like market impact and opportunity costs to try to identify how to improve trading performance. Wayne Wagner, the co-founder of the Plexus Group and one of the original thinkers about trading performance, once told me that the secret to improving trade cost performance is simple: “Trade Faster!” Was Wayne right? Use the form below to read more and find out.
Order Size, Trading Costs & Bilateral Liquidity Part 1
What is the relationship between the size of a Parent Order and trading performance? Over the years, trade analytics (TCA) has categorized the drivers of trading cost into constituent parts like market impact and opportunity costs to try to identify how to improve trading performance. Wayne Wagner, the co-founder of the Plexus Group and one of the original thinkers about trading performance, once told me that the secret to improving trade cost performance is simple: “Trade Faster!” Was Wayne right? Use the form below to read more and find out.
Order Size, Trading Costs & Bilateral Liquidity Part 1