
Using Cluster Analysis to Identify Optimal Trading Strategies
What are the favored ways that traders are currently using to implement orders under different market conditions? Which of these are proving to be successful?
What are the favored ways that traders are currently using to implement orders under different market conditions? Which of these are proving to be successful?
As a large cap index all the constituents of the S&P 500 are highly liquid. This is certainly true compared to mid-cap or small cap
Following the UK’s departure from the EU, Aquis Exchange, Cboe Equities, Turquoise and Sigma X established EU based entities for the trading of EU-listed securities,
Apart from the obvious split of trading venues into the UK and Europe as a result of Brexit, another aspect of the UK departure is
Now that the dust has settled after Brexit and Europe is dealing with the new cross border arrangements, we can begin to get an idea
This year has provided a unique opportunity to examine how traders’ choices of implementation strategy adjusts with changes in volatility regimes. 2020 to date has
Perhaps the least appreciated part of Best Execution and one which receives relatively little attention is that of trade cost performance risk. By “performance risk,”