In recent posts, I have been focused on algorithm nuances that can have disproportionate effects on algorithm performance. In this post, I am going to move in the opposite direction and discuss a much ...

This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. The Elkins/McSherry universe is a compilation of institutional trading ...

Is VWAP the bare minimum performance threshold? What benchmarks for TCA should a buy-side portfolio manager aim for? Andrew Silverman, Goldman Sachs: While VWAP is a benchmark that is still widely ...

What is the best time to get in and out of a trade? Traders worldwide seek the answer to this question and use various trading strategies to arrive at forecasts. A volume-weighted average price (VWAP) ...

Guaranteed Volume-Weighted Average Price trades, in the wake of regulators' investigations, are coming under heavy fire by brokerage execs and academics. "We encourage closer scrutiny and examination ...

With growing client expectations and a constantly developing market landscape, Wesley Bray explores the evolution of algorithmic trading, delving into its use cases, the importance of data and trader ...

Speaking to The TRADE, Liquidnet’s APAC head of equities and global head of equity product says the new pre-market block liquidity will allow firms to engage with liquidity without trading throughout ...

Algo trading has become a popular trading strategy in the forex market. The advent of computers and the internet provided traders with a wealth of information to make investment decisions. Trading ...