The Transaction cost model allows for a better understanding of how liquidity imbalances translate into trading costs and their impact on market prices.
- Provides a method for extending any existing model of US trading costs to any market around the world
- Allows investors to manage liquidity risks as well as market risks for their portfolios
- Included with all Northfield Optimization Service subscriptions
|Download Documentation||Transaction Cost Model|
|Download Documentation||Transaction Cost Model-Japanese Language Version|