Balancing Execution Risk and Trading Cost in Portfolio Trading Algorithms

Jeff Bacidore, Di Wu and Wenjie Xu
The Journal of Trading Fall 2013, 8 (4) 37-43; DOI: https://doi.org/10.3905/jot.2013.8.4.037

Article Information

vol. 8 no. 4 37-43
DOI 
https://doi.org/10.3905/jot.2013.8.4.037
Published By 
Pageant Media Ltd
Print ISSN 
1559-3967
Online ISSN 
2168-8427
History 
  • Published online September 30, 2013.
Copyright & Usage 
© 2013 Investment Technology Group, Inc. All rights reserved. Not to be reproduced or retransmitted without permission. 61713-17706

Author Information

  1. Jeff Bacidore
    1. is a managing director and head of algorithmic trading at ITG in New York, NY. (jeff.bacidore{at}itg.com)
  2. Di Wu
    1. is director of algorithmic trading at ITG in New York, NY. (di.wu{at}itg.com)
  3. Wenjie Xu
    1. is an assistant vice president of algorithmic trading at ITG in New York, NY. (wenjie.xu{at}itg.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Balancing Execution Risk and Trading Cost in Portfolio Trading Algorithms
Jeff Bacidore, Di Wu, Wenjie Xu
The Journal of Trading Sep 2013, 8 (4) 37-43; DOI: 10.3905/jot.2013.8.4.037
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