This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. The key benefits of these enhancements, which will be available globally, ...
Market maker XTX Markets has released its new FX implementation shortfall execution algorithm aimed at reducing the overall slippage to arrival place. The single algorithm from XTX Markets includes a ...
STAMFORD, Conn., June 8, 2023 /PRNewswire/ -- BestEx Research Group LLC, an independent provider of high-performance algorithmic execution and measurement solutions for equities, futures, and FX ...
ITG has recently introduced more real-time functionality into its implementation shortfall algorithm, designed for buysiders who trade portfolios. The latest version of the software, Dynamic ...
Adaptive Optimal IS addresses challenges buy-side traders face by completely redefining how IS algorithms are designed and customised from the ground up, BestEx Research CEO told The TRADE. BestEx ...
Implementation shortfall (IS) is the most used benchmark for portfolio managers and yet it is one of the most poorly designed algorithms by most brokers, according to Hitesh Mittal, Founder & CEO, ...
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 ...
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 ...
This content is provided by an external author without editing by Finextra. It expresses the views and opinions of the author. These algorithms have been specifically engineered for the futures ...