3 ms·
Yep, that's pretty much spot on.
by smabie 6y ago
Yep, that's pretty much spot on.
- deleted 6y ago[deleted]
- TearsInTheRain 6y agoAlthough Im sure the improvement isnt that significant per trade, is it worth trying to game this to lower my toxicity, i.e. use odd lots, break up my trade etc?
- smabie 6y agoNah probably not. But if you use IBKR, you can use their best efforts VWAP execution algo: https://www.interactivebrokers.com/en/index.php?f=1124 https://www.interactivebrokers.com/en/index.php?f=1124