How Does a Limit Affect Algo Performance?

Our latest research looks at the impact using a limit has on algo performance. By using double machine learning we find there is no causal link between using a limit and algo performance.

Please email contact@bestx.co.uk if you are a BestX client and would like to receive a copy of the paper, which is also hosted within our FAQ section of the UI.

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How long should TWAP algos run?

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The Best Execution Choices around the WMR London Close Fix