Concepedia

Trade Execution Algorithms

Trade Execution Algorithms is a computational method that systematically determines the timing, pacing, and size of trade orders to minimize market impact and execution costs while aligning with a trader’s strategic objectives.

39

Publications

2.8K

Citations

86

Authors

57

Institutions

Publications per year

2017–2026

8

Parents

Publications

39

Trade Execution Costs and Market Quality after Decimalization

Hendrik Bessembinder · Journal of Financial and Quantitative Analysis · 2003 · 560 citations

, , +12

Issues in assessing trade execution costs

Hendrik Bessembinder · Journal of Financial Markets · 2003 · 379 citations

, , +12

Reinforcement learning for optimized trade execution

Yuriy Nevmyvaka, Yi Feng, Michael Kearns · 2006 · 262 citations

, , +17

Optimal trade execution: A mean quadratic variation approach

Peter Forsyth, J. S. Kennedy, Shu Tong Tse et al. · Journal of Economic Dynamics and Control · 2012 · 168 citations

, , +6

Automated trading systems statistical and machine learning methods and hardware implementation: a survey

Boming Huang, Yuxiang Huan, Li Da Xu et al. · Enterprise Information Systems · 2018 · 142 citations · Full text

, , +14

1–5 of 39

Authors

86

  1. ID
    Ian Domowitz

    Northwestern University, United States

    4 publications · 208 citations

    4

    h-index

  2. HB
    Hendrik Bessembinder

    Arizona State University, United States

    3 publications · 1K citations

    3

    h-index

  3. MA
    Michael A. Goldstein

    Babson College, United States

    2 publications · 154 citations

    2

    h-index

  4. FC
    Frank C. Graves

    Babson College, United States

    2 publications · 154 citations

    2

    h-index

  5. PK
    Pavitra K. Kumar

    Babson College, United States

    2 publications · 154 citations

    2

    h-index

1–5 of 86

Institutions

57

  1. University of Waterloo

    Waterloo, Canada

    3 h-index

    4 publications

    391 citations

  2. Babson College

    Wellesley, United States

    2 h-index

    2 publications

    154 citations

  3. The University of Sydney

    Sydney, Australia

    2 h-index

    3 publications

    55 citations

  4. University of Pennsylvania

    Philadelphia, United States

    2 h-index

    4 publications

    704 citations

  5. Northwestern University

    Evanston, United States

    2 h-index

    2 publications

    180 citations

  6. Scuola Normale Superiore

    Pisa, Italy

    2 h-index

    3 publications

    123 citations

  7. Manhattan Institute for Policy Research

    New York, United States

    1 h-index

    1 publications

    12 citations

  8. Saint Louis University

    St Louis, United States

    1 h-index

    1 publications

    22 citations

1–8 of 57

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 225 citations

    7

    h-index

  2. The Journal of Financial Data Science

    JFDS · 2 publications · 53 citations

    2

    h-index

  3. Quantitative Finance

    2 publications · 56 citations

    2

    h-index

  4. Journal of Systems and Software

    JSS · 1 publications · 12 citations

    1

    h-index

  5. Procedia Computer Science

    1 publications · 10 citations

    1

    h-index

1–5