justin88

goodman2011 Wrote:
-------------------------------------------------------
> answer is A
> Implementation shortfall strategies are typically
> “front-loaded” in the sense of attempting to
> exploit market liquidity early in the trading day.
> Implementation shortfall strategies are especially
> valuable for portfolio trades, in which control-
> ling the risk of not executing the trade list is
> critical. They are also useful in transition
> management (handing over a portfolio to a new
> portfolio manager), where multiperiod trading is
> common and there is a need for formal risk
> controls.

Where in book?

I would have never put that down. I never heard of using algo for basket trade. Must be on dealer side but I can't even imagine.



Edited 1 time(s). Last edit at Thursday, June 2, 2011 at 04:48PM by Paraguay.