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4 Results for Tag: algorithmic

Implementation Shortfall

DefinitionIn financial markets, implementation shortfall is the difference between the decision price and the final execution price for a trade. This is also known as the "slippage". Agency

Backtesting

DefinitionBacktesting is a term used in modeling to refer to testing a predictive model on historical data. Backtesting is a type of retrodiction, and a special type of cross-validation appl

Quantitative Trading

Quantitative Trading What is 'Quantitative Trading' Quantitative trading consists of trading strategies based on quantitative analysis, which rely on mathematical computations and number c

Dark Pool Liquidity

Dark Pool Liquidity What is 'Dark Pool Liquidity' Dark pool liquidity is the trading volume created by institutional orders executed on private exchanges and unavailable to the public. The