| 摘要 |
<p>The present invention relates to a method for analyzing the quality of execution trade for a large securities portfolio and, more particularly, to a method for analyzing the quality of execution trade for a large securities portfolio, which can easily analyze the quality of execution by analyzing information required for reviewing the quality of execution including trade costs and outputting the analysis results on a screen, when executing meta order for buying or selling a large securities portfolio. The provided method for analyzing the quality of execution trade for a large securities portfolio comprises: a market price information collection step which collects market price information including asking price information and conclusion information related with securities and derivatives of a special item or portfolio to be analyzed; a liquidity indicator calculation step which calculates a liquidity indicator based on the market price information; a meta order data saving step which collects and saves metal order data including information on a large portfolio or a single item ordered by an investor; a child order saving step which collects and saves child order data, that is, the management history of child orders by execution personnel according to the meta order; and an execution history analysis display step which displays the liquidity indicator and the child order data on a screen.</p> |
