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Implementation shortfall: Revision history


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  • curprev 06:4306:43, 30 May 2014 Afekz talk contribs m 2,126 bytes +82 Decision Price: For execution algorithms, beating implementation shortfall as a benchmark is /highly/ unlikely and minimising slippage is a better framing for the problem. VWAP and TWAP are frequently used benchmarks that deserve a mention. undo

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