Asad Bhatti

  • May 21, 2020, 8:29 AM

    How to Enhance Order Execution During High Volatility

    How to Enhance Order Execution During High Volatility

    As volatility increases in the broader equity markets, market experts have opined that the average cost of trading has also pushed higher. Using a simple trade impact model, this observation can be dissected into two main drivers: the appearance of wider spreads and an increased exposure to higher price volatility. Just by its nature, volatility can be expected to fluctuate over time and also during the course of the trading day. For example, the first hour of the trading day is typically associated[...]