News & Views

VIDEO: Executing Canadian Blocks

Liquidnet’s most recent market microstructure research focused on the block market in Canada. Watch this video with Akis Georgiou, Head of Quantitative Analysis, to learn about the findings and read the summary paper here

Executing Canadian Blocks

A recent study concluded that market impact is rife in the block-favoring Canadian market, and that where you execute large trades can have a significant impact on performance. Volatility was shown to be, on average, 150% higher for other brokers relative to Liquidnet in the one minute prior to a block execution. Clearly, minimizing this market impact consistently is a key factor in improving block trading performance over the long term. Read the summary paper here.