It stands for implementation shortfall; a measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases...

It stands for decision price; the price of a security (e.g., a stock) that drives the decision of a market...

The price of a security (e.g., a stock) that drives the decision of a market participant to sell or buy...

A trading algo (algorithm) that is used by electronic traders to reduce implementation shortfall (IS)- i.e., the market impact of...

A trading algo (algorithm) that is used by electronic traders to reduce implementation shortfall (IS)- i.e., the market impact of...

A measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases (long positions), it is equal...

A measure of trading inefficiency- i.e., it measures the cost of trade implementation. For purchases (long positions), it is equal...

The difference between the value of an "on-paper" (planned) portfolio (paper portfolio) and the actual portfolio constructed in accordance with...

The cost that results from the inability or lack of action to immediately complete the trade of buying or selling...