US Equity Market

The US equity market is the set of exchanges and venues on which US-listed stocks trade. It appears in this vault as the market context for optimal-execution research: Pedersen 2023 motivates the optimal execution of portfolio transactions by “the tremendous growth in the equity market and the high degree of variance fueled by institutional investors,” the setting in which MDP-based trade-scheduling models are applied.

Connections

• Markov Decision Process Trading Model — trades_market, source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4508553