What are market impact costs when trading shares? Causes and solutions

Описание к видео What are market impact costs when trading shares? Causes and solutions

What are market impact costs when trading shares/ stock (or other financial instruments, such as forex)? How might you minimize market impact costs?

This video discusses two main causes of market impact costs: liquidity and signalling. The paper briefly covers ways to avoid them, such as vwap and twap trading algorithms (or their manually implemented analogs), and trading in dark pools where possible.

#Trading #MarketImpact #AlgorithmicTrading

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