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SSRNTrading, Microstructure & Execution

Optimal Execution Strategies Incorporating Internal Liquidity

The paper introduces a new algorithmic execution model that combines interbank limit and market orders with internal liquidity, aiming to reduce market impact and enhance execution efficiency.

Featured in No. 80 on 1 Jan 2025 · 4 days after release

Released
28 Dec 2024
First featured
No. 80 · 1 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 5074405

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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