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SSRNTrading, Microstructure & Execution

Leverage's Impact on Trading Performance

Implied leverage hurts trading performance due to higher costs and forced liquidations.

Featured in No. 5 on 28 Jun 2023 ·

Released
28 May 2021
First featured
No. 5 · 28 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
1,606
Identifier
SSRN 4489876

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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