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Journal of Financial Intermediation Vol. 1 No. 2 1990

The mechanics of automated trade execution systems

Ian Domowitz

Northwestern University

Abstract

The algorithms of three automated trade execution systems are compared with respect to price discovery and quantity determination in markets for futures, options, and stocks. Efficiency of these systems is measured using the classical benchmark of Walrasian equilibrium pricing; welfare is measured in terms of trader and customer surplus. Floor trading is analyzed similarly and provides another benchmark for comparison of system performance. Journal of Economic Literature Classification Number: 314.

DOI
10.1016/1042-9573(90)90004-y
Volume
1
Issue
2
Pages
167-194
Language
en
Sources
bibtex:phds-export.bib openalex crossref

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