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algotrading.blogspot.com

Algorithmic Trading: Wouldn't you please scratch my block-trading itch?

http://algotrading.blogspot.com/2005/05/wouldnt-you-please-scratch-my-block.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, May 02, 2005. Wouldn't you please scratch my block-trading itch? Crazy talk you might say, with Liquidnet easily sailing beyond the billion dollar cap mark and venture funds salivating at the prospects of getting a piece of that action, you must be quite the fool to even go there! Hey someone somewhere had to call the top and I just did. It's hard for crossing-network fans to explain that for the most part they ...

algotrading.blogspot.com

Algorithmic Trading: DMA, shoring up the messaging floodgates

http://algotrading.blogspot.com/2005/06/dma-shoring-up-messaging-floodgates.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Thursday, June 02, 2005. DMA, shoring up the messaging floodgates. For anyone having doubts that messaging "network strain" is a major concern, this. New exchange rule, could be an eye opener. Posted by dmart @ 11:23 AM. View my complete profile.

algotrading.blogspot.com

Algorithmic Trading: Algorithmic trading and the VWAP Trap

http://algotrading.blogspot.com/2005/04/algorithmic-trading-and-vwap-trap.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, April 18, 2005. Algorithmic trading and the VWAP Trap. The foregone conclusion that most buy-side firms will eventually get into the practice of algorithmically carving their own trades, is bound to change the rules of the game, yet again. To put it in the parlance of the street; doing a higher volume of no-touch and low-touch transactions, becomes the cornerstone of their bid to win the Transaction Cost game.

algotrading.blogspot.com

Algorithmic Trading: Block Crossing Networks, and one bites the dust!

http://algotrading.blogspot.com/2005/05/block-crossing-networks-and-one-bites.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Thursday, May 26, 2005. Block Crossing Networks, and one bites the dust! Not to say that my previous post. Was prophetic or that I had an inkling that this ( story. Was in any way eminent, which I didn't, but hey the post does appear to have been perfectly timed even if it was all by pure chance! Posted by dmart @ 6:21 AM. View my complete profile.

algotrading.blogspot.com

Algorithmic Trading: A "Buy Side Story"

http://algotrading.blogspot.com/2005/04/buy-side-story.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, April 25, 2005. A "Buy Side Story". In my previous posts, I briefly brushed upon the genesis of algo trading and opined on the probability that most buy-side desks will inevitably adopt a workflow utilizing some form of algorithmic strategy. To further define buy-side algo trading, we need to distinguish order types against a backdrop of broker interaction:. No Touch orders are widely referred to as DMA (Direct ...

post.nyssa.org

The Finance Professionals' Post: Education for Practice

http://post.nyssa.org/nyssa-news/education-for-practice

The Finance Professionals' Post. The Finance Professionals' Post educates readers in the finance and banking sectors on the forces that shape their business. The FPP is a publication of the New York Society of Security Analysts (NYSSA). Fully Flexible Extreme Views. Continue reading "Fully Flexible Extreme Views" ». 9:09 AM in Education for Practice. Value at Risk (VaR). Continue reading "Writing Covered Calls" ». 5:13 AM in Books. Fully Flexible Views: Theory and Practice. Iron Condor Spread Strategies:...

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The Finance Professionals' Post: Accounting

http://post.nyssa.org/nyssa-news/accounting-standards

The Finance Professionals' Post. The Finance Professionals' Post educates readers in the finance and banking sectors on the forces that shape their business. The FPP is a publication of the New York Society of Security Analysts (NYSSA). What Accountants Should Know about Becoming a CPA. Below, find an infographic containing all you should consider before becoming a CPA. Infographic by Bisk CPA Review. Learn the streamlined process of sitting for the CPA exam. 5:19 AM in Accounting. Include senior represe...

algotrading.blogspot.com

Algorithmic Trading: Algorithmic Trading Redux

http://algotrading.blogspot.com/2007/02/algorithmic-trading-redux.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Saturday, February 10, 2007. Nothing significant happened since I last posted here, the world of algorithmic trading appears to have morphed from one marked by a frenzied. Into a world of glossy. Dotted with colorful strategy names like. One has to wonder if the WWE has taken over promotional duties for the industry! Or outperform some "benchmark". Obviously, successful strategies for beating the. Such as "blind baskets...

algotrading.blogspot.com

Algorithmic Trading: Investment manager, seeking broker-dealer firm, must be big on analytics, algorithmic trading and above all "commitment"

http://algotrading.blogspot.com/2005/07/investment-manager-seeking-broker.html

Views, research and opinions on algorithmic, systematic and DMA trading technologies. Monday, July 18, 2005. Investment manager, seeking broker-dealer firm, must be big on analytics, algorithmic trading and above all "commitment". Capital commitment, that is. The willingness of the sell-side to use its own money to take on a buy-side position that it would then attempt to principally trade away over a longer time frame,. Hence my true measure and probably the best proxy for "Quality of Execution:" the se...

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The Finance Professionals' Post: Real Estate

http://post.nyssa.org/nyssa-news/real-estate

The Finance Professionals' Post. The Finance Professionals' Post educates readers in the finance and banking sectors on the forces that shape their business. The FPP is a publication of the New York Society of Security Analysts (NYSSA). Recent Research: Highlights from May 2013. The Deeper Causes of the Financial Crisis: Mortgages Alone Cannot Explain It. The Journal of Portfolio Management. Continue reading "Recent Research: Highlights from May 2013" ». 5:14 AM in Real Estate. 5:17 AM in Books. At the t...