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- W61031813 abstract "With the advent of algorithmic trading, it is essential that investors become more proactive in the decision-making process to ensure selection of the most appropriate algorithm. Investors need to specify benchmark price, implementation goal, and preferred deviation strategy (i.e., how the optimally prescribed algorithm is to react to changing market conditions or prices). In this article the authors describe an analytical process to assess the impact of these decisions on the profit and loss distribution of the algorithm." @default.
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- W61031813 date "2005-03-20" @default.
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- W61031813 title "Understanding the Profit and Loss Distribution of Trading Algorithms" @default.
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