Volume-weighted average price

Results: 99



#Item
91Economics / Stock market / Financial risk / Mathematical finance / Volume-weighted average price / Algorithmic trading / Liquidity risk / Implementation shortfall / Day trading / Financial economics / Financial markets / Finance

Algorithmic Trading: Market Impact Models and Trade Scheduling Ekaterina Kochieva Gautam Mitra

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Source URL: www.optirisk-systems.com

Language: English - Date: 2008-03-11 11:09:29
92Economics / Stock market / Order / Market impact / Bid–offer spread / Volume-weighted average price / Futures contract / Short / Market microstructure / Financial markets / Financial economics / Investment

Market impact and trading profile of large trading orders in stock markets Esteban Moro,1, 2 Javier Vicente,3 Luis G. Moyano,2 Austin Gerig,4, 3 J. Doyne Farmer,3, 5 Gabriella Vaglica,6 Fabrizio Lillo,3, 6, 7 and Rosario

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Source URL: markov.uc3m.es

Language: English - Date: 2013-02-04 04:07:44
93Financial economics / Investment / Mathematical finance / Volume-weighted average price / Algorithmic trading / Implementation shortfall / Program trading / Quantitative analyst / Electronic trading / Financial markets / Finance / Stock market

Algorithmic Trading & FIX: Extending the Reach of FIX Carl Carrie, Head of Algorithmic & Analytic Trading,

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Source URL: www.jandj.com

Language: English - Date: 2011-12-19 10:14:51
94Malawi Stock Exchange / Financial ratios / Investment / Financial economics / Volume-weighted average price / P/E ratio / Africa / Dividend / MSE / Stock market / Blantyre / Economy of Malawi

Malawi Stock Exchange Old Reserve Bank Building, Victoria Avenue, P/Bag 270, Blantyre, Malawi, Central Africa Phone (+[removed]; Fax. (+[removed],

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Source URL: www.mse.co.mw

Language: English - Date: 2013-11-08 05:15:36
95Investment / Stock market / Mathematical finance / Volume-weighted average price / Order / Day trading / Market impact / Futures contract / Short / Financial economics / Financial markets / Finance

Direct Estimation of Equity Market Impact∗ Robert Almgren†, Chee Thum‡,

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Source URL: www.math.nyu.edu

Language: English - Date: 2006-09-09 11:22:03
96Investment / Finance / Order / Bid–offer spread / Direct market access / Day trading / Algorithmic trading / Volume-weighted average price / Australian Securities Exchange / Financial markets / Financial economics / Stock market

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Source URL: www.business.uts.edu.au

Language: English - Date: 2006-10-16 10:00:00
97Financial markets / Stock market / Financial data vendors / Mathematical finance / Volume-weighted average price / Exchange-traded fund / Trading room / Markit Group / Futures contract / Financial economics / Finance / Investment

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Source URL: www.markit.com

Language: English - Date: 2009-03-27 03:56:30
98Investment / Finance / Futures contract / Market liquidity / Futures exchange / Bid–offer spread / Order / Volume-weighted average price / Electronic trading / Financial economics / Financial markets / Stock market

One of the main reasons futures have been such successful trading instruments is that they almost always are cheaper to trade than their related cash instruments. As a result, we have attracted a cost sensitive clientele. And with every passing year, our markets have become more liquid and more efficient to trade.

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Source URL: www.futuresindustry.org

Language: English - Date: 2006-11-13 08:06:50
99Mathematical finance / Investment / Stock market / Volume-weighted average price / Algorithmic trading / Implementation shortfall / Trading room / Computer performance / Financial markets / Finance / Financial economics

The Cost of Algorithmic Trading: A First Look at Comparative Performance Ian Domowitz

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Source URL: www.itg.com

Language: English - Date: 2006-09-08 03:00:00
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