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거래비용분석과 집행전략

거래비용분석과 집행전략

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Published by Smith Kim
알고리즘트레이딩포럼 세미나

http://quant-book.com/company/post/post_article?id=25512050544737492645043172274
알고리즘트레이딩포럼 세미나

http://quant-book.com/company/post/post_article?id=25512050544737492645043172274

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Published by: Smith Kim on Oct 30, 2013
Copyright:Attribution Non-commercial

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10/31/2013

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비용분석(TCA)집행전략(ExecutionStrategy)소개
김도형TradeInformatix
 Trade Informatix. Inc.
http://quant-book.com
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거래비용거래비용정의집행전략유형
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거래비용분석거래비용구성요소
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TradeInformatix
 Trade Informatix. Inc.
http://quant-book.com
2/40
 
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1. (Return):2. 크(Risk):
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수익률(Return)
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리스크(Risk)
 Trade Informatix. Inc.
http://quant-book.com
3/40

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