What is the best time to get in and out of a trade? Traders worldwide seek the answer to this question and use various trading strategies to arrive at forecasts. A volume-weighted average price (VWAP) ...
In today’s complex and low-latency electronic futures trading marketplace, achieving optimal execution performance with a Volume-Weighted-Averaged-Price (VWAP) trading strategy has never been more ...
Algorithmic trading has become a go-to for many traders as it lets you automate trades based on specific rules — no emotions, no hesitation, just pure logic. These strategies can scan markets 24/7, ...
When it comes to improving trading performance, selecting the right strategy is crucial. An ITG survey of buyside traders last year found that 85% believe strategy selection has the most potential to ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Kenny Glick, former comedian turned day trader from HitTheBid.com, recently joined Christopher Uhl of 10 Minute Stock Trader for a discussion about today’s markets and his favorite day trading ...
VWAP Cross is rolling out on a market-by-market basis to ensure it meets regional regulatory and market structure requirements, head of equities for APAC at Liquidnet, Tristan Baldwin, tells The TRADE ...
The VWAP, the trading industry performance yardstick, has many critics. And rightfully so – it is used not because it is the best measuring rod, but simply because it is the easiest way to gauge a ...
First-of-its-kind, exchange-operated trajectory crossing service for European equities, enabling participants to source and match liquidity based on a standard VWAP methodology Offered through Cboe ...
Asia equity auction volumes are growing. The data shows that closing auction volume has grown from approximately 4% in 2009 to almost 13% in 2014 (Figure 1). In fact, in Q1 2015, both the opening and ...
THE Philippine Stock Exchange, Inc. (PSE) has announced that the value of a volume-weighted average price (VWAP) transaction should be no less than P500,000. In a document dated Feb. 1 posted on its ...