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 ...

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) ...

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 ...

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 ...

This class of algorithms is designed to trade as close as possible to a common trading benchmark. VWAP (volume-weighted average price) This is probably the best-known and most commonly used trading ...

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 ...

First-of-its-kind, exchange-operated trajectory crossing service for European equities, enabling participants to source and match liquidity based on a standard VWAP methodology Offered through Cboe ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Algorithmic trading involves three broad areas of algorithms: execution ...

Volume-weighted average price or VWAP is the ratio of total volume traded divided by the total volume traded for a chosen time frame. VWAP is an important indicator for intraday trading as it ...

Full Day VWAP + Commission + Fees: 2Q-2011 to Q3-2010 International Equity Investment Manager vs. Elkins/McSherry Total Cost Universe (Includes Investment Manager with greater than $1.5 billion in ...

There has been a lot of talk about the use of computerized trading in foreign exchange. Discussions at a recent seminar in London suggest that there is real substance, not just hot air, behind the ...

Instinet Execution Experts, Nomura’s winning offering in the algorithmic trading space, is a set of global strategies that addresses a wide range of electronic trading objectives, with extensive ...