Documents © Nomura International plc STRICTLY PRIVATE AND CONFIDENTIAL Trade Scheduling in Equity Markets:...

Slide 1© Nomura International plc STRICTLY PRIVATE AND CONFIDENTIAL Trade Scheduling in Equity Markets: Theory and Practice Michael Simmonds Liquid Markets Analytics Slide…

Documents Trade Scheduling in Equity Markets: Theory and Practice

Contents Nomura (Company and Analytics Teams) Trade Scheduling Framework Transaction Cost Estimation Liquidity Prediction Risk Estimation Trade Scheduling Optimisation Applications…