I always enjoy these videos Fabian. Thank you! These videos cover Content and questions that I sometimes have holes in my knowledge. They really helped me on the Level 2 exam. My approach to Implementation Short fall is as follows: = Delay costs + Trading costs + Opportunity Costs + Fees. Although this can be a little slower of a method, the benefit is that If a question asks "What are they delay costs" or what is the opportunity cost I already know that formula! DC= (sum Shares filled x Arrival Price) - (Sum shares filled x Decision Price) TC= (shares filled 1 x Execution Price1) + (shares filled 2 x Execution Price2) - (Sum #shares Filled x Arrival price) OC= (#shares Wanted- # shares filled) x (Current price - Decision Price) Fees= 0.02 x #shares filled
@igrok8782 жыл бұрын
very well explained
@Mateo-us4bn10 ай бұрын
could you pls do a video on how to calculate implementation shortfal for a 2 day scenario where shares are executed over two days... thanks in advance.. Your videos are very helpful.
@DivineAffection2 жыл бұрын
Hey, could you please do a video on one question that clears up the calculation of domestic and foreign currency return risk? And also return calculations for currency management, when to take reciprocals gets me very confused really appreciate your videos, they got me through Level 2. thank you
@FabianMoa2 жыл бұрын
Good idea. Will see what I can do
@gargijain38002 жыл бұрын
Prof, when we calculate IS using decision price and then the trade evaluation using the various benchmark prices like Arrival price, TWAP, VWAP etc...what is the difference between these 2 measures...I am not getting the bird eye view of these 2...is it that the trade cost evaluation calculations are part of the IS only?
@supasetsothonsirimongkol9328 Жыл бұрын
Not sure you have the course on Ethnic or Gips or not I really want to learn them
@Khuder-erdeneAdilbish Жыл бұрын
Trading cost vs Arrival cost; could you explain the differences?
@FabianMoa Жыл бұрын
The arrival cost is expressed over the arrival cost. The trading cost is expressed over the portfolio paper value
@gargijain38002 жыл бұрын
I am sorry Prof, I wrote an incorrect comment, hence deleted...