September 4, 2008
Street Smart: Passive orders and natural adverse selection
George Sofianos and David Jeria
Goldman Sachs is a thought-leader across the capital markets, and provides educational resources to inform clients about the changing trading landscape.
We have a team of strategists dedicated to evaluating transaction costs and understanding market micro-structure. Here, we post recent reports by members of our execution consulting team.
Street Smart: Passive orders and natural adverse selection
George Sofianos and David Jeria
Street Smart: Quantifying the SIGMA X Crossing Benefit -- The Sequel
David Jeria and George Sofianos
Incorporating Transaction Costs in the Construction of 130/30 Portfolios
Samer Takriti and Ingrid Tierens
Street Smart: Quantifying the SIGMA X Crossing Benefit
George Sofianos and David Jeria