Implementation Shortfall: What source is the optimal execution path picture taken from

General
1

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.

2

Hi Benjamin
Thank you for your question, we’re currently looking into the source of the graph shown around 0:52.
We’ll get back to you with the details as soon as we have more information.

3

Hi Benjamin
We confirmed with the Author of the course-The chart was created as part of Dr. Starke’s own research as a practical implementation example. However, it has not been formally submitted for publication.
I am sharing the drive link here for the clear image of the chart.

Thanks

4

Thank you.

When I click on the link, I am prompted to apply for /viewer/editor rights to the folder. I get a pop up stating:

# You need access

Request access, or switch to an account with access. [Learn more](https://support.google.com/drive?p=requesting_access)

Viewer

Commenter

Editor

I just applied for “Viewer” access and hope access to the material/the picture will be granted.

Many thanks.

5

Hi Benjamin,

Yes, we are working on this and will let you know when this is done.

Thanks.

6

Hi Benjamin,
I think now you will be able to see the image.

Thanks.

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