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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
  • A
  • B
  • C
  • D
  • E
  • F
  • G
  • H
  • I
  • J
  • K
  • L
  • M
  • N
  • O
  • P
  • Q
  • R
  • S
  • T
  • U
  • V
  • W
  • X
  • Y
  • Z

A

  1. Aune, Rune Tevasvold

    1. You have access
      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

B

  1. Bacidore, Jeff

    1. You have access
      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
  2. Bacidore, Jeffrey M.

    1. You have access
      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
  3. Bae, Jungsun “Sunny”

    1. You have access
      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
  4. Berkow, Kathryn

    1. You have access
      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
  5. Blocher, Jesse

    1. You have access
      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
    2. You have access
      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
  6. Bruce, Brian R.

    1. 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

C

  1. Cooper, Rick

    1. You have access
      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
    2. You have access
      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

E

  1. Edwards, Mark

    1. You have access
      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
    2. You have access
      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

G

  1. Glass, Steven

    1. You have access
      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

K

  1. Kissell, Robert

    1. You have access
      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
    2. You have access
      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
    3. You have access
      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
  2. Krellenstein, Adam

    1. You have access
      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

L

  1. Laipply, Stephen

    1. You have access
      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
    2. You have access
      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

M

  1. Madhavan, Ananth

    1. You have access
      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
    2. You have access
      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
  2. Mozes, Haim A.

    1. You have access
      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
    2. You have access
      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

O

  1. O’Hara, Maureen

    1. You have access
      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

P

  1. Palmer, Max

    1. You have access
      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
    2. You have access
      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
  2. Polidore, Ben

    1. You have access
      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
  3. Polk, Charles

    1. You have access
      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
    2. You have access
      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

R

  1. Rashkovich, Vlad

    1. You have access
      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
    2. You have access
      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

S

  1. Saraiya, Nigam

    1. You have access
      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
  2. Satish, Venkatesh

    1. You have access
      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
    2. You have access
      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
  3. Saxena, Abhay

    1. You have access
      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
    2. You have access
      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
  4. Schulman, Evan

    1. You have access
      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
    2. You have access
      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
  5. Schwartz, Robert A.

    1. You have access
      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
    2. You have access
      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
  6. Seddon, Jonathan

    1. You have access
      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
    2. You have access
      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
  7. Selway, James P.

    1. You have access
      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
    2. You have access
      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
  8. Slama, Ouziel

    1. You have access
      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
  9. Sobczyk, Aleksander

    1. You have access
      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
    2. You have access
      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
  10. Steffens, John Launny

    1. You have access
      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
    2. You have access
      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

V

  1. Vliet, Ben Van

    1. You have access
      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
    2. You have access
      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

W

  1. Wagner, Wayne H.

    1. You have access
      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
    2. You have access
      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
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In this issue

The Journal of Trading: 13 (4)
The Journal of Trading
Vol. 13, Issue 4
Fall 2018
  • Table of Contents
  • Index by author
  • Complete Issue (PDF)

 

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