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.
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.