Execution Clients | Clearing Clients

Thought Leadership

Goldman Sachs is a thought-leader across the capital markets, and provides educational resources to inform clients about the changing trading landscape.

We have a team of strategists dedicated to evaluating transaction costs and understanding market micro-structure. Here, we post recent reports by members of our execution consulting team.

May 18, 2009

Street Smart: The all-in cost of passive limit orders

David Jeria, Tom Schouwenaars, George Sofianos

January 21, 2009

Natural Adverse Selection: Theory and Evidence

David Jeria and George Sofianos

December 16, 2008

Street Smart: Algo Evolution: from 4Cast to OptimIS and lower shortfall

David Jeria and George Sofianos

November 12, 2008

Street Smart: Passive in SIGMA X: quantifying the trade-offs

David Jeria and George Sofianos

October 16, 2008

Street Smart: When the going gets tough, the algos get going

Mark Gurliacci, David Jeria and George Sofianos