7. Execution

  1. Rishi K Narang

Published Online: 1 DEC 2011

DOI: 10.1002/9781118267738.ch7

Inside the Black Box: The Simple Truth About Quantitative Trading

Inside the Black Box: The Simple Truth About Quantitative Trading

How to Cite

Narang, R. K. (2009) Execution, in Inside the Black Box: The Simple Truth About Quantitative Trading, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118267738.ch7

Publication History

  1. Published Online: 1 DEC 2011
  2. Published Print: 24 AUG 2009

ISBN Information

Print ISBN: 9780470432068

Online ISBN: 9781118267738

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Keywords:

  • transaction cost models;
  • direct market access;
  • alpha models;
  • electronic execution;
  • execution algorithms

Summary

This chapter contains sections titled:

  • Order Execution Algorithms

  • High-Frequency Trading: Blurring the Line between Alpha and Execution

  • Trading Infrastructure

  • Summary