Table of Contents

Fall 2018; Volume 13,Issue 4

A

  1. Aune, Rune Tevasvold

    1. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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. 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