Whitepaper

Improving trade execution systematically

The systematic execution of trading decisions by machines – as opposed to humans – can significantly improve the bottom line of an investment portfolio. However, computer code can be customised in an infinite number of ways, and in order to continuously improve such trade execution algorithms, one has to rely on data and statistics. This paper explains through concrete examples how following simple rules and monitoring the behaviour of different trading styles is instrumental in lowering trading costs and improving performance.