PT  - JOURNAL ARTICLE
AU  - Leslie Boni
TI  - Grading Broker Algorithms
AID  - 10.3905/JOT.2009.4.4.050
DP  - 2009 Sep 30
TA  - The Journal of Trading
PG  - 50--61
VI  - 4
IP  - 4
4099  - https://pm-research.com/content/4/4/50.short
4100  - https://pm-research.com/content/4/4/50.full
AB  - Institutional trading desks often have accounts with multiple brokers, each offering one or more flavors of the workhorse algorithms: Implementation Shortfall, VWAP, and Volume Participation. The challenge for many traders has become not only which algorithm to use but also whose algorithm to use.TOPICS: Volatility measures, statistical methods, simulations