Market Impact

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Slicing

The process of splitting up a large trading order (e.g., block trade) into a number of smaller chunks, in order...

Market Impact Cost

A component of execution costs; in turn, market impact cost consists of two components: bid-ask spread and price concession. It...

The price change that occurs due to a sell or buy order. Broadly, it is the effect that results from...

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...

Hijacker

An algo (algorithm) that searches for stocks with relatively limited volume and a thin order book that nevertheless can create...

SoftStop Algorithm

A trading algorithm that is embedded with a stop loss/ limit strategy, allowing users of electronic trading to lessen or...

Sunshine Trading

A large trade that is intentionally publicized as an invitation to market participants to deal. Execution of the deal will...

Participate Algorithm

A trading algorithm that is used by electronic traders to execute orders at a constant participation rate in sync with...

Sunshine Trade

A large trade that is intentionally publicized as an invitation to market participants to deal. Execution of the deal will...