Tag: execution
Concepts
Interview Questions
- When exchange fees widen the spread
- What does it cost to cross the spread?
- Market order vs marketable limit order, the price you cannot see coming
- A stop order is not a limit order
- Market orders vs limit orders, when do you use each?
- Walking the book on the sell side
- How many shares can you buy under an average-price cap?
- A limit order that only partly fills
- Walking the book, what does a big market order really pay?