Hi guys,
I am currently studying for a test in my Uni for trading and investment. I came across POV trading algo which require us to trade depending from the set participation rate. e.g. if in 15-min horizon there is 1200 volume traded, if we use 20% participation rate, we have to trade 240 in the said time horizon. Upon the next slide, I found a very confusing concept which is Actual Participation Rate. Im not very sure what to extract from this, I screenshooted the page of my slide. The sentence i dont understand is "splitting child order". Thanks!
Submitted November 16, 2017 at 09:50AM by DjOptimon http://ift.tt/2hxohgd
