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Algorithmic Trading

VWAP Trap: Volatility And The Perils Of Strategy Selection

3 min read

VWAP Trap: Volatility And The Perils Of Strategy Selection

By Erin Stanton, Managing Director, Trading Analytics, ITG Historical performance indicates that traders should reduce their use of VWAP strategies...

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Saving 20bps And A Lot Of Time

7 min read

Saving 20bps And A Lot Of Time

By combining historical and current data and PM trading style to optimise executions, Mark Kuzminskas, Director of Equity Trading at Robeco...

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Korea Sets the Course for FIX and Low Latency

2 min read

Korea Sets the Course for FIX and Low Latency

By Edward Mangles At the FIXGlobal Face2Face Forum in Seoul, Korean firms announced the formation of a FIX working group and the Korean Exchange’s...

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