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BMO Capital Markets - Quantitative Execution Services
Quantitative Execution Services
List Based Strategies

List based strategies apply on a portfolio level. The strategies consider relationships between basket components in order to achieve the desired execution.

Strategy Description
Implementation Shortfall Trades on an optimized trading schedule determined by considering trade off between market impact vs opportunity cost of the list
Dollar Neutral Keeps list dollar neutral on a notional or ratio basis
Sector Neutral Keeps list sector neutral on a notional or ratio basis
Please contact Quantitative Execution Services (416) 359-5743 if you have any questions

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