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

  • 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

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

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

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

Creating Dynamic Pretrade Models: Beyond the Black Box

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

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

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

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

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

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

Market Structure Matters

  • 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)

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

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

Five Myths About Listed Trading

  • 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

Predicting Intraday Trading Volume and Volume Percentages

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

Phantom Liquidity and High-Frequency Quoting

  • 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”

Cluster Analysis for Evaluating Trading Strategies

Machine Learning for Algorithmic Trading and Trade Schedule Optimization

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In this issue

The Journal of Trading: 13 (4)
The Journal of Trading
Vol. 13, Issue 4
Fall 2018