English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We compare optimal static and dynamic solutions in trade execution. Anoptimal trade execution problem is considered where a trader is looking at ashort-term price predictive signal while trading. When the trader creates aninstantaneous market impact, it is shown that transaction costs of optimaladaptive strategies are substantially lower than the corresponding costs of theoptimal static strategy. In the same spirit, in the case of transient impact itis shown that strategies that observe the signal a finite number of times candramatically reduce the transaction costs and improve the performance of theoptimal static strategy.

Static vs Adaptive Strategies for Optimal Execution with Signals