

Optimal Account Balancing - TriinT
http://stochastix.wordpress.com/2009/06/20/optimal-account-balancing

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ulvund
Free book on directed graphs:

<http://www.cs.rhul.ac.uk/books/dbook/>

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tezza
Very, very simplistic. Much more applicable to _TCP network throughput,
travelling salespeople_ than financial transactions

Missing ::

* Real World Transaction costs [ state, federal, international tax . Exchange volume discounts ]

* Risk [ counterparty , timing, many more ]

* Traceability : Ensuring decisions made are recorded and deterministic

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See _After the Trade is Made_ for an accepted analysis of distributing
securities.

\---

[http://www.amazon.com/After-Trade-Made-Processing-
Transactio...](http://www.amazon.com/After-Trade-Made-Processing-
Transactions/dp/0131776010)

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TriinT
In case you didn't notice, the blog post is on how a group of friends can
split the bill in an efficient manner. It has little to do with securities. Of
course, if it had to do with securities, then your points would be right on
target.

Thanks for the book suggestion, btw. It seems a good complement to Larry
Harris' _Trading & Exchanges_ :-)

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fauigerzigerk
Nice. Also shows very well why it would be useful to trade things like credit
default swaps on exchanges instead of OTC.

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delano
"Over-the-counter (OTC) trading is to trade financial instruments such as
stocks, bonds, commodities or derivatives directly between two parties." --
<http://en.wikipedia.org/wiki/Over-the-counter_(finance)>

I had to look it up so I noted it here for anyone else that would need to do
the same.

