Balancing Execution Risk and Trading Cost in Portfolio Trading Algorithms

Jeff Bacidore; Di Wu; Wenjie Xu

doi:10.3905/jot.2013.8.4.037

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

Jeff Bacidore

is a managing director and head of algorithmic trading at ITG in New York, NY.

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For correspondence: jeff.bacidore@itg.com

Di Wu

is director of algorithmic trading at ITG in New York, NY.

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For correspondence: di.wu@itg.com

Wenjie Xu

is an assistant vice president of algorithmic trading at ITG in New York, NY.

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For correspondence: wenjie.xu@itg.com

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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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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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