Quant Execution Algo worth the effort?
For the quants out there,
From a high level, how much would you say the execution Algo matters to the performance of mid frequency strategies? Doesnt broker vwap order do the job?
Any significant benefit in running in-house algos as opposed to broker algo or even broker vwap?
Nah not really
What is execution algo, you mean HFT type things?
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