May 18, 2009
Street Smart: The all-in cost of passive limit orders
David Jeria, Tom Schouwenaars, George Sofianos
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.
Street Smart: The all-in cost of passive limit orders
David Jeria, Tom Schouwenaars, George Sofianos
Street Smart: Algo Evolution: from 4Cast to OptimIS and lower shortfall
David Jeria and George Sofianos
Street Smart: Passive in SIGMA X: quantifying the trade-offs
David Jeria and George Sofianos
Street Smart: When the going gets tough, the algos get going
Mark Gurliacci, David Jeria and George Sofianos