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The Journal of Trading

The Journal of Trading

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Table of Contents

Fall 2018; Volume 13,Issue 4

Editor’s Letter

  • Open Access
    Editor’s Letter
    Brian R. Bruce
    The Journal of Trading Fall 2018, 13 (4) 1-2; DOI: https://doi.org/10.3905/jot.2018.13.4.001

COMMENTARY: Volatility Forecasting

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    COMMENTARY: Volatility Forecasting
    Haim A. Mozes and John Launny Steffens
    The Journal of Trading Fall 2018, 13 (4) 10-13; DOI: https://doi.org/10.3905/jot.2018.13.4.010

Using Fundamental Earnings Factors to Forecast Equity Market Volatility

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    Using Fundamental Earnings Factors to Forecast Equity Market Volatility
    Haim A. Mozes and John Launny Steffens
    The Journal of Trading Fall 2018, 13 (4) 14-19; DOI: https://doi.org/10.3905/jot.2018.13.4.014

COMMENTARY: Commentary on “If Best Execution Is a Process, What Does That Process Look Like?”1

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    COMMENTARY: Commentary on “If Best Execution Is a Process, What Does That Process Look Like?”1
    Wayne H. Wagner, Mark Edwards and Steven Glass
    The Journal of Trading Fall 2018, 13 (4) 20-21; DOI: https://doi.org/10.3905/jot.2018.13.4.020

If Best Execution Is a Process, What Does That Process Look Like?

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    If Best Execution Is a Process, What Does That Process Look Like?
    Wayne H. Wagner and Mark Edwards
    The Journal of Trading Fall 2018, 13 (4) 22-26; DOI: https://doi.org/10.3905/jot.2018.13.4.022

COMMENTARY: Beyond the Black Box Revisited: Algorithmic Trading and TCA Analysis Using Excel

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    COMMENTARY: Beyond the Black Box Revisited: Algorithmic Trading and TCA Analysis Using Excel
    Robert Kissell
    The Journal of Trading Fall 2018, 13 (4) 27-40; DOI: https://doi.org/10.3905/jot.2018.13.4.027

Creating Dynamic Pretrade Models: Beyond the Black Box

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    Creating Dynamic Pretrade Models: Beyond the Black Box
    Robert Kissell
    The Journal of Trading Fall 2018, 13 (4) 41-48; DOI: https://doi.org/10.3905/jot.2018.13.4.041

Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers

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    Footprints on a Blockchain: Trading and Information Leakage in Distributed Ledgers
    Rune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel Slama
    The Journal of Trading Fall 2018, 13 (4) 49-57; DOI: https://doi.org/10.3905/jot.2018.13.4.049

COMMENTARY: Retrospective: “Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios”

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    COMMENTARY: Retrospective: “Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios”
    Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
    The Journal of Trading Fall 2018, 13 (4) 59-61; DOI: https://doi.org/10.3905/jot.2018.1.065

Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios

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    Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios
    Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
    The Journal of Trading Fall 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062

COMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: Commentary

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    COMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: Commentary
    Robert A. Schwartz
    The Journal of Trading Fall 2018, 13 (4) 71-73; DOI: https://doi.org/10.3905/jot.2018.13.4.071

Dark Pools, Fragmented Markets, and the Quality of Price Discovery

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    Dark Pools, Fragmented Markets, and the Quality of Price Discovery
    Robert A. Schwartz
    The Journal of Trading Fall 2018, 13 (4) 74-79; DOI: https://doi.org/10.3905/jot.2018.13.4.074

COMMENTARY: A Market Structure That Fits the Needs of Portfolio Managers

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    COMMENTARY: A Market Structure That Fits the Needs of Portfolio Managers
    Charles Polk and Evan Schulman
    The Journal of Trading Fall 2018, 13 (4) 80-81; DOI: https://doi.org/10.3905/jot.2018.13.4.080

Market Structure Matters

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    Market Structure Matters
    Charles Polk and Evan Schulman
    The Journal of Trading Fall 2018, 13 (4) 82-84; DOI: https://doi.org/10.3905/jot.2018.13.4.082

COMMENTARY: Chief Investment Officer (CIO) View of Trader Alpha Frontier (TAF)

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    COMMENTARY: Chief Investment Officer (CIO) View of Trader Alpha Frontier (TAF)
    Vlad Rashkovich
    The Journal of Trading Fall 2018, 13 (4) 85-87; DOI: https://doi.org/10.3905/jot.2018.13.4.085

Trader Alpha Frontier: A Framework for Portfolio Managers and Traders to Maximize Portfolio Performance

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    Trader Alpha Frontier: A Framework for Portfolio Managers and Traders to Maximize Portfolio Performance
    Vlad Rashkovich
    The Journal of Trading Fall 2018, 13 (4) 88-98; DOI: https://doi.org/10.3905/jot.2018.13.4.088

COMMENTARY: Space Unicorns and the Intermarket Trading System: Revisiting Myths

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    COMMENTARY: Space Unicorns and the Intermarket Trading System: Revisiting Myths
    James P. Selway
    The Journal of Trading Fall 2018, 13 (4) 99; DOI: https://doi.org/10.3905/jot.2018.13.4.099

Five Myths About Listed Trading

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    Five Myths About Listed Trading
    James P. Selway
    The Journal of Trading Fall 2018, 13 (4) 100-104; DOI: https://doi.org/10.3905/jot.2018.13.4.100

COMMENTARY: Trends in Volume Forecasting: Developments and Applications

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    COMMENTARY: Trends in Volume Forecasting: Developments and Applications
    Venkatesh Satish, Max Palmer and Abhay Saxena
    The Journal of Trading Fall 2018, 13 (4) 105-106; DOI: https://doi.org/10.3905/jot.2018.1.066

Predicting Intraday Trading Volume and Volume Percentages

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    Predicting Intraday Trading Volume and Volume Percentages
    Venkatesh Satish, Abhay Saxena and Max Palmer
    The Journal of Trading Fall 2018, 13 (4) 107-116; DOI: https://doi.org/10.3905/jot.2018.13.4.107

COMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency Quoting

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    COMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency Quoting
    Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
    The Journal of Trading Fall 2018, 13 (4) 117-118; DOI: https://doi.org/10.3905/jot.2018.13.4.117

Phantom Liquidity and High-Frequency Quoting

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    Phantom Liquidity and High-Frequency Quoting
    Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
    The Journal of Trading Fall 2018, 13 (4) 119-128; DOI: https://doi.org/10.3905/jot.2018.13.4.119

COMMENTARY: Reflections on “Cluster Analysis for Evaluating Trading Strategies”

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    COMMENTARY: Reflections on “Cluster Analysis for Evaluating Trading Strategies”
    Jeffrey M. Bacidore
    The Journal of Trading Fall 2018, 13 (4) 130-131; DOI: https://doi.org/10.3905/jot.2018.13.4.130

Cluster Analysis for Evaluating Trading Strategies

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    Cluster Analysis for Evaluating Trading Strategies
    Jeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam Saraiya
    The Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132

Machine Learning for Algorithmic Trading and Trade Schedule Optimization

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    Machine Learning for Algorithmic Trading and Trade Schedule Optimization
    Robert Kissell and Jungsun “Sunny” Bae
    The Journal of Trading Fall 2018, 13 (4) 138-147; DOI: https://doi.org/10.3905/jot.2018.13.4.138
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The Journal of Trading: 13 (4)
The Journal of Trading
Vol. 13, Issue 4
Fall 2018
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