Optimal Execution

When to use high touch trading (aka block trade) ? Commission for high touch is very high when compare to low touch algo trade. From my empirical observation, you should consider high touch only when your commission paid to broker is lower than 15 bps. Reason is because average P&L per trade for block trade is around 15bps to 25bps for brokers. The charge you commission to offset their P&L loss. So if commission is higher than 15bps for large cap, 20 bps for small cap, consider low touch algo trade. Otherwise, you will be took advantage by broker dealer.

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