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Participation, Opportunistic, & Liquidity Based Execution Algorithms

Category: EXECUTION ALGORITHMS…

Today’s top firms know there’s more to alpha than just higher trading profits. There’s also minimizing trading costs when implementing your investment strategies.  Aside from fixed costs like brokerage and exchange fees, the somewhat hidden costs of execution slippage can erode your alpha and impact overall performance.  Not being able to get filled at the […]

DO EXECUTION ALGOS WORK IN EXTREME VOLATILITY?

Category: EXECUTION ALGORITHMS…

  The VIX has spiked to its highest level since 2008. The stock market has had the fastest bear market correction ever.  Oil fell 33% in overnight markets, in one night. We’re seeing 6% moves in the S&P in the matter of 14 minutes. Suffice it to say, things have been volatile and spreads are widening. We’re quants […]

HOW DO EXECUTION ALGOS ADD VALUE TO EACH LINK OF THE CHAIN?

Category: EXECUTION ALGORITHMS…

  It’s clear that computerized algorithms are finding their way into nearly every sector of our modern lives, from what shows we watch to what route we take to work, to what goods are suggested for us to get delivered right to our doors. The investment and trading world is no exception. Over the past […]