Research method
Trade-at-price analysis
Trade-at-price analysis is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Research filter
- Input
- Order book, spread, volume, auction and trading costs
- Horizon
- Seconds to the order life cycle
- Best use
- Choose an executable order and account for implementation cost.
- Input: Order book, spread, volume, auction and trading costs.
- Output: filter.
- Use boundary: Choose an executable order and account for implementation cost.
The archive
Where the method has been read
Read in the archive0 readings
This registry entry describes a research method. It is not investment advice and does not make a performance claim.