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VWAP

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...

APAC Algorithmic Trading Buy-Side View Volatility ITG Trading Technology Articles Solution Provider VWAP

3 min read

On The Performance Of VWAP Execution Algorithms

hellinton_h.takada: Feb 22, 2017 9:14:00 AM

By Hellinton H. Takada, Ph.D. Vice President of Quantitative Research at Itaú Asset Management and Tiago M. Magalhães, Ph.D. Senior Analyst of...

Buy-Side View Hellinton H. Takada Tiago M. Magalhães VWAP

2 min read

Employees Retirement System of Texas (ERS) Discuss Managing Their Own Assets

GlobalTrading: Oct 30, 2015 1:14:57 PM

asset management TCA Employees Retirement System of Texas Trading Technology Articles Rob Newhall Michael Clements pension fund ERS VWAP Americas

4 min read

Buy-side Expertise: Best Execution in Asia

GlobalTrading: May 15, 2012 9:59:00 AM

Schroders’ Head of Asian Trading, Jacqueline Loh, shares her thoughts on trading in Asia, offering comments on which markets are primed for change,...

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5 min read

Asia Hedged: Talking Trading with Senrigan

Yulia Kuksina: Sep 15, 2011 9:16:00 AM

Senrigan’s Head of Trading, John Tompkins, and RBS’ Andrew Freyre-Sanders discuss the way event based funds use liquidity and the effect of ID...

Hedge Fund Hong Kong Asia Credit Suisse Canada DMA dark pool RBS Goldman Sachs Citadel Archive Articles dislocation Senrigan spreads Nick Taylor Algo pair engine transparency invetsor ID gaming VWAP

6 min read

FIXatdl - Changing the landscape of strategy trading

witold_sames: Dec 15, 2009 6:50:00 AM

By Witold SamesFIX Algorithmic Trading Definition Languagesm, or FIXatdl as it’s more succinctly known, is an emerging standard that allows for the...

OMS Risk Management EMS HFT Portware order management system Archive Articles tag168 algos Execution Management System certification VWAP