Michael Burney

Market‑focused author and editor specializing in market structure, execution, and trading infrastructure. I translate institutional‑grade knowledge into clear, actionable books and courses for traders, execution engineers, quants, and trading ops teams. Contributor to multi‑volume trading libraries, creator of reproducible labs and case studies, and available for commissioned projects and editorial partnerships.

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25 books published385,171 words written59 readsJoined Joined July 2026FinanceSelf-HelpWorkbook
Transaction Costs And Slippage
Latest release

Transaction Costs And Slippage

Finance 8 chapters 16,517 words ~66 min read 3 reads

Measuring, modeling, and reducing trading transaction costs and slippage

Chapters

  1. Execution Costs: Total Cost Decomposition
  2. Slippage Metrics: From Mid to VWAP
  3. Arrival Price and Implementation Shortfall
  4. Market Impact Models for Practitioners
  5. Liquidity, Order Book, and Queue Dynamics
  6. Optimization for Execution: Cost vs Risk
  7. Benchmarking and Attribution of Execution Quality
  8. Post-Trade Analytics and Slippage Control Loops
Start reading

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