Revolutionizing Hedge Fund Strategies for Optimal Execution and Profitability
The article discusses how hedge funds can achieve the best execution of their trading strategies. It looks at different factors like transaction costs and market structure to help hedge funds make informed decisions. The researchers explore pre, during, and post-trade analyses to optimize trading performance. They also delve into advanced execution strategies like dark pools and crossing networks. Overall, the study emphasizes the importance of analyzing transaction costs and performance to enhance hedge fund trading outcomes.