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Implementation Shortfall Algorithm

A trading algo (algorithm) that is used by electronic traders to reduce implementation shortfall (IS)- i.e., the market impact of...

    Implementation Shortfall Algo

    A trading algo (algorithm) that is used by electronic traders to reduce implementation shortfall (IS)- i.e., the market impact of...

      Implementation Cost

      A measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases (long positions), it is equal...