Course Name: Trading Alphas: Mining, Optimisation, and System Design, Section No: 22, Unit No: 7, Unit type: WaterMarkVideo
Around 0:52, there is an interesting graph of an execution path illustrating front-loading of the Implementation Shortfall algorithms. What source is it taken from? I neither find it in Gueant’s book on market liquidity nor in the references at the end of the section.
Many thanks.