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Volatility

3 min read

VWAP Trap: Volatility And The Perils Of Strategy Selection

erin_stanton: Sep 17, 2021 10:01:00 AM

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

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6 min read

Finishing Well: Beating the Close Price Benchmark

GlobalTrading: May 15, 2012 9:35:00 AM

Bank of America Merrill Lynch’s Josephine Kim lays out the reasons why the close price benchmark is so important and how experienced traders can...

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