Introduction For a portfolio trader, achieving best execution requires balancing execution risk and transaction cost across a basket of securities. Naturally, reducing risk and minimizing cost have opposing effects on execution. Simply put, trading aggressively incurs higher cost but lower…
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Thought Leadership
Balancing Execution Risk and Trading Cost in Portfolio Algorithms
Research Reports
Week of June 3, 2013
Restaurants: Chipotle Mexican Grill, Inc.
(NYSE: CMG)
Internet: Amazon
(Nasdaq: AMZN)
Hardline Retail: CarMax
(NYSE: KMX)
(NYSE: CMG)
Internet: Amazon
(Nasdaq: AMZN)
Hardline Retail: CarMax
(NYSE: KMX)
Events
Jun 11, 2013
News
US housing starts in May rose to 974,000, below April’s revised level of 1,005,000 but higher than analyst
U.S. housing starts in May rose to 974,000, more than expected, the U.S. Census Bureau said Tuesday. “Starts rebounded in May, as we and everyone else expected, on the strength of more multifamily starts (306,000 vs 245,000 in April). What we didn’t expect, but can’t really say we are surprised, is the downward revision in single family starts to below 600,000,” commented Steve Blitz, Chief Economist at ITG. Continue Reading
Press Releases
Jun 12, 2013







