Compute and discuss the me trader performance

Reference no: EM132182347

Question - Assume you placed a limit order to buy 10,000 shares at $50.45 based on observations at yesterday's close price. Brokerage fees of $0.01/share.

t	Volume	Price_t	ID
Yesterday Close		50.00
Open	1000	50.20
9:31	1000	50.25	ME
9:32	5000	50.40	ME
10:03	1000	50.30
12:15	1000	50.35
Close	5000	50.50

Compute and discuss the ME trader's performance using implementation shortfall?

Compute and discuss the ME trader's performance using VWAP benchmark?

Compute and discuss the ME trader's performance using Close price benchmark?

Reference no: EM132182347

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