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- UID
- 222257
- 帖子
- 253
- 主题
- 53
- 注册时间
- 2011-7-2
- 最后登录
- 2013-9-12
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VWAP vs. Implementation shortfall
I still haven't pinned down when we use which trade.
What do we use if:
- trade is large compared to daily volume?
- there is a large bid/ask spread?
- there is higher volume at the end of the day? |
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发表于 2011-7-11 19:38
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