Expected Future Order Flow: How your trades generate more trades
In our latest research we take a look at the correlation between parent orders in the BestX trade database to understand how each trade can cause further trades in the market. From this data we can the fully assess the total market impact of a parent order that is split up into many child orders.
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.