Problem bank
Problem 245 of 333MediumCodingP245
Splitting an order across sessions
A parent order is cut into child orders of sizes (in thousands of shares) that must be executed in this order over trading sessions. Each session takes a consecutive block of child orders. Choose the blocks to minimise the largest session total. For and , what is the answer, and how fast can you compute it in general?
See the hint and solution with a free account
Every problem on Quant Engine is free, with a hint and a full worked solution. Making an account takes 30 seconds and no card. Then you can see them and track what you have solved.