It might be worthwhile to have a look at EQimpact.com.EQ estimates the ex-ante market impact of 8,500 stocks across 52 markets each day.

What country?

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<t>OK, I will re-phrase the question.How do you know if execution has been done well?If you are a portfolio manager, how do you know if your in-house dealer is doing a good job executing your orders?If you are an institutional dealer, how do you know if your broker is doing a good job executing your...

Similarly, are there any multiplicative distributions which give the same functional form?

Best to just single post.Refer answers in General Forum.

<t>I have found no commonly agreed definition of "Best Execution" and suspect that it means (vastly) different things to different people, depending on their role in the markets.For those of you who execute trades, either for your fund or book or as a broker for institutional clients, what does "bes...

What specifically are you after?Regional weights?Country weights?Stock weights?

<t>Hi lwb 120As James H83 mentioned CAPM is more of a long-term or strategic measure.You are right that if ri is negative then DON'T invest in the underlying security (or short it if you are able).Thus CAPM is giving you exactly the correct signal.There is however, another issue.Please do not confus...

<t>Mission: New Bridge at Wembley StadiumDo you love your rugby or despise the poms?Yes I know this is childish, but if we didn't get so much fun out of winding up the English we would stop doing it, wouldn't we?It's that time of the year again for Australians to play havoc with an online vote. This...

My concern is that there is an upcoming IIR conference in Australia called "Quants 2005" about "Quantitative Techniques for Investment Risk Management".Common Australian usage suggests the conference should be called "Quant 2005".

If you are not hugely time-constrained for your result you could try using sendkeys.However, you also need to know when to send these keys and that may not be obvious.An inelegant solution which may be useful in practice...

<t>If the "people" you are referring to are the trade initiators it is because they recognise that there is market impact in their trade.And they are willing to pay for peace of mind (refer PaperCut's comments re fear).If the "people" are liquidity providers it is because they want flow and are will...

touche

.... and if you want insights into predicting transaction costs we should talk.