jim8z3

goodman2011 Wrote:
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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.