Executing a large order can lead to substantial market impact. On the other hand, if you delve into many small orders, you can reduce the market impact that would be exposed to timing risk instead. Use MATLAB® to find the trading strategy that can help minimize transaction costs, including: market impact, price appreciation, and timing risk.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .Select web site
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.