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- UID
- 222247
- 帖子
- 220
- 主题
- 57
- 注册时间
- 2011-7-2
- 最后登录
- 2014-6-29
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Would it be an accurate statement that a large bid-ask spread makes both implementation shortfall and VWAP strategies inappropriate? They would be better suited for a broker or Electronic Crossing Network trade?
How about the pattern of trading throughout the day? If trading is typically higher towards the end of the day would this be of benefit or detriment to any particular strategy? |
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发表于 2011-7-13 13:58
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