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Abstract
How does the price received from a single dealer on a trade compare with the price received in a competitive bid–offer process, regardless of the specific dealer’s motivation? During the course of our own trading over multiple years, we have collected data that captures a variety of trade attributes. From this data library, we can analyze the outcomes that clients might reasonably expect to achieve under comparable circumstances. Importantly, we can provide a quantitative answer to the question of how much better or worse off a client might have been had they traded with only a single dealer instead of multiple dealers.
TOPICS: Security analysis and valuation, statistical methods
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Don’t have access? Click here to request a demo
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US and Overseas: +1 646-931-9045
UK: 0207 139 1600