Buy Side Gets Tools To Measure Trading's Impact On Performance
INVESTMENT ANALYTICS
NEW YORK--Independently of one another, several participants in the investment management technology arena have devised models to measure the impact of block trades on share prices and investment performance. While the technique of assessing a trade's impact on share price has been used by quantitative analysts for years, active managers are now picking up on the technique.
"The active managers are borrowing some of the same methodologies that quants have used," says Lehman Brothers senior
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