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https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl Trading Strategies >> Research >> Optimal Trade Execution https://www.algotradinggroup.com/cgi-bin/yabb2/YaBB.pl?num=1474319480 Message started by Andy44 on 09/19/16 at 22:11:20 |
Title: Optimal Trade Execution Post by Andy44 on 09/19/16 at 22:11:20 Hi All, Looking to build some algos for optimal trade execution. Any good resources, a good starting point and perhaps some guidance? So far I have got a few research papers on the subject. I have a bit of a bias towards evolutionary approaches / genetic algorithms. Have also heard quite a lot about Agent-based modelling to simulate market impact and essentially test one's algos. Is this the way to go? Thanks |
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