2 edition of taxonomy of automated trade execution systems found in the catalog.
taxonomy of automated trade execution systems
|Series||Research working paper series / International Monetary Fund, Research Department -- no.76, Research working paper (International Monetary Fund, Research Department) -- no.76.|
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The algorithms of three automated trade execution systems are compared with respect to price discovery and quantity determination in markets for futures, options, and stocks. A 'read' is counted each time someone views a publication summary (such as the title, abstract, and list of authors), clicks on a figure, or views or downloads the full-text.
A Taxonomy of Automated Trade Execution Systems”, (). A Theory of Interday VariationsAuthor: Ingrid Lo and Stephen G. Sapp.