Optimizing Fund Performance in the New Financial Market Ecosystem

Autor:	Henri Waelbroeck
Rok vydání:	2013
Předmět:	Finance Alternative trading system business.industry Financial market General Medicine computer.software_genre Electronic trading Dark liquidity Trading strategy Asset (economics) Algorithmic trading High-frequency trading business computer
Zdroj:	The Journal of Trading. 9:78-86
ISSN:	2168-8427 1559-3967
DOI:	10.3905/jot.2013.9.1.078
Popis:	Institutional asset managers have responded to the surge in high frequency trading technology by adopting crossing networks, investing in algorithmic trading platforms and developing business intelligence-inspired methods to optimize their trading desks. What are some of the strategies available to the buy-side, and which are most likely to be winners?
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::b8faa7cfe804707c3b686e4807d9cbf3 https://doi.org/10.3905/jot.2013.9.1.078 Zobrazit plný text záznamu