Categories
Algos 101: POV
Category: Macro Commentary
If you’ve been following around with our Algo 101 series, you’ve already gotten a taste of parts 1 and 2 with our TWAP and VWAP posts; and if you haven’t read those, we recommend taking 5 mins after this to get a quick refresher. So, this is the third post in this series helping those […]
Participation, Opportunistic, & Liquidity Based Execution Algorithms
Category: Macro Commentary
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 […]