---
title: Optimal Execution Strategies Incorporating Internal Liquidity
url: https://www.ml-quant.com/papers/ssrn/5074405/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5074405
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5074405
featured: 2025-01-01
citations: unknown
topic: Trading, Microstructure & Execution
---


# Optimal Execution Strategies Incorporating Internal Liquidity

The paper introduces a new algorithmic execution model that combines interbank limit and market orders with internal liquidity, aiming to reduce market impact and enhance execution efficiency.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5074405
- Identifier: SSRN 5074405
- Released: 2024-12-28
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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