Disliked{quote} If that is the case then this is not a discussion of whether non last look is better than last look, but about execution strategies and algos. Could you comment on this? Is there a reason why executing in small chunks is (or should be) superior on NLL vs LL? LMAX has execution algos built into it?Ignored
- Joined Apr 2011 | Status: Hoc Etiam Transibit.... | 5,328 Posts
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