| 摘要 |
A method and system for evaluating the execution of a trade of n shares from among a total of N shares of a security traded in a selected time period. According to one embodiment, a trader determines a single share price variance of the N shares, determines a correction coefficient for adjusting the single share price variance to represent a multi-share price variance, determines an adjusted variance by multiplying the single share price variance by the correction coefficient, and evaluates trade execution performance based on the adjusted variance.
|
