Negative selection -- a new performance measure for automated order execution (Q2138207)
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scientific article; zbMATH DE number 7525310
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Negative selection -- a new performance measure for automated order execution |
scientific article; zbMATH DE number 7525310 |
Statements
Negative selection -- a new performance measure for automated order execution (English)
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11 May 2022
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performance measure
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algorithmic trading
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arrival price
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VWAP
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0.7414170503616333
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0.7218902111053467
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0.7120158672332764
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0.711018979549408
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0.7074881792068481
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