Table of Contents
Fall 2018; Volume 13,Issue 4
A
Aune, Rune Tevasvold
- You have accessFootprints on a Blockchain: Trading and Information Leakage in Distributed LedgersRune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel SlamaThe Journal of Trading Fall 2018, 13 (4) 49-57; DOI: https://doi.org/10.3905/jot.2018.13.4.049
B
Bacidore, Jeff
- You have accessCluster Analysis for Evaluating Trading StrategiesJeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam SaraiyaThe Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132
Bacidore, Jeffrey M.
- You have accessCOMMENTARY: Reflections on “Cluster Analysis for Evaluating Trading Strategies”Jeffrey M. BacidoreThe Journal of Trading Fall 2018, 13 (4) 130-131; DOI: https://doi.org/10.3905/jot.2018.13.4.130
Bae, Jungsun “Sunny”
- You have accessMachine Learning for Algorithmic Trading and Trade Schedule OptimizationRobert Kissell and Jungsun “Sunny” BaeThe Journal of Trading Fall 2018, 13 (4) 138-147; DOI: https://doi.org/10.3905/jot.2018.13.4.138
Berkow, Kathryn
- You have accessCluster Analysis for Evaluating Trading StrategiesJeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam SaraiyaThe Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132
Blocher, Jesse
- You have accessCOMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 117-118; DOI: https://doi.org/10.3905/jot.2018.13.4.117
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 119-128; DOI: https://doi.org/10.3905/jot.2018.13.4.119
Bruce, Brian R.
- Open AccessEditor’s LetterBrian R. BruceThe Journal of Trading Fall 2018, 13 (4) 1-2; DOI: https://doi.org/10.3905/jot.2018.13.4.001
C
Cooper, Rick
- You have accessCOMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 117-118; DOI: https://doi.org/10.3905/jot.2018.13.4.117
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 119-128; DOI: https://doi.org/10.3905/jot.2018.13.4.119
E
Edwards, Mark
- You have accessIf Best Execution Is a Process, What Does That Process Look Like?Wayne H. Wagner and Mark EdwardsThe Journal of Trading Fall 2018, 13 (4) 22-26; DOI: https://doi.org/10.3905/jot.2018.13.4.022
- You have accessCOMMENTARY: Commentary on “If Best Execution Is a Process, What Does That Process Look Like?”1Wayne H. Wagner, Mark Edwards and Steven GlassThe Journal of Trading Fall 2018, 13 (4) 20-21; DOI: https://doi.org/10.3905/jot.2018.13.4.020
G
Glass, Steven
- You have accessCOMMENTARY: Commentary on “If Best Execution Is a Process, What Does That Process Look Like?”1Wayne H. Wagner, Mark Edwards and Steven GlassThe Journal of Trading Fall 2018, 13 (4) 20-21; DOI: https://doi.org/10.3905/jot.2018.13.4.020
K
Kissell, Robert
- You have accessCreating Dynamic Pretrade Models: Beyond the Black BoxRobert KissellThe Journal of Trading Fall 2018, 13 (4) 41-48; DOI: https://doi.org/10.3905/jot.2018.13.4.041
- You have accessCOMMENTARY: Beyond the Black Box Revisited: Algorithmic Trading and TCA Analysis Using ExcelRobert KissellThe Journal of Trading Fall 2018, 13 (4) 27-40; DOI: https://doi.org/10.3905/jot.2018.13.4.027
- You have accessMachine Learning for Algorithmic Trading and Trade Schedule OptimizationRobert Kissell and Jungsun “Sunny” BaeThe Journal of Trading Fall 2018, 13 (4) 138-147; DOI: https://doi.org/10.3905/jot.2018.13.4.138
Krellenstein, Adam
- You have accessFootprints on a Blockchain: Trading and Information Leakage in Distributed LedgersRune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel SlamaThe Journal of Trading Fall 2018, 13 (4) 49-57; DOI: https://doi.org/10.3905/jot.2018.13.4.049
L
Laipply, Stephen
- You have accessToward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- You have accessCOMMENTARY: Retrospective: “Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios”Ananth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 59-61; DOI: https://doi.org/10.3905/jot.2018.1.065
M
Madhavan, Ananth
- You have accessToward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- You have accessCOMMENTARY: Retrospective: “Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios”Ananth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 59-61; DOI: https://doi.org/10.3905/jot.2018.1.065
Mozes, Haim A.
- You have accessCOMMENTARY: Volatility ForecastingHaim A. Mozes and John Launny SteffensThe Journal of Trading Fall 2018, 13 (4) 10-13; DOI: https://doi.org/10.3905/jot.2018.13.4.010
- You have accessUsing Fundamental Earnings Factors to Forecast Equity Market VolatilityHaim A. Mozes and John Launny SteffensThe Journal of Trading Fall 2018, 13 (4) 14-19; DOI: https://doi.org/10.3905/jot.2018.13.4.014
O
O’Hara, Maureen
- You have accessFootprints on a Blockchain: Trading and Information Leakage in Distributed LedgersRune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel SlamaThe Journal of Trading Fall 2018, 13 (4) 49-57; DOI: https://doi.org/10.3905/jot.2018.13.4.049
P
Palmer, Max
- You have accessPredicting Intraday Trading Volume and Volume PercentagesVenkatesh Satish, Abhay Saxena and Max PalmerThe Journal of Trading Fall 2018, 13 (4) 107-116; DOI: https://doi.org/10.3905/jot.2018.13.4.107
- You have accessCOMMENTARY: Trends in Volume Forecasting: Developments and ApplicationsVenkatesh Satish, Max Palmer and Abhay SaxenaThe Journal of Trading Fall 2018, 13 (4) 105-106; DOI: https://doi.org/10.3905/jot.2018.1.066
Polidore, Ben
- You have accessCluster Analysis for Evaluating Trading StrategiesJeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam SaraiyaThe Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132
Polk, Charles
- You have accessCOMMENTARY: A Market Structure That Fits the Needs of Portfolio ManagersCharles Polk and Evan SchulmanThe Journal of Trading Fall 2018, 13 (4) 80-81; DOI: https://doi.org/10.3905/jot.2018.13.4.080
- You have accessMarket Structure MattersCharles Polk and Evan SchulmanThe Journal of Trading Fall 2018, 13 (4) 82-84; DOI: https://doi.org/10.3905/jot.2018.13.4.082
R
Rashkovich, Vlad
- You have accessCOMMENTARY: Chief Investment Officer (CIO) View of Trader Alpha Frontier (TAF)Vlad RashkovichThe Journal of Trading Fall 2018, 13 (4) 85-87; DOI: https://doi.org/10.3905/jot.2018.13.4.085
- You have accessTrader Alpha Frontier: A Framework for Portfolio Managers and Traders to Maximize Portfolio PerformanceVlad RashkovichThe Journal of Trading Fall 2018, 13 (4) 88-98; DOI: https://doi.org/10.3905/jot.2018.13.4.088
S
Saraiya, Nigam
- You have accessCluster Analysis for Evaluating Trading StrategiesJeff Bacidore, Kathryn Berkow, Ben Polidore and Nigam SaraiyaThe Journal of Trading Fall 2018, 13 (4) 132-137; DOI: https://doi.org/10.3905/jot.2018.13.4.132
Satish, Venkatesh
- You have accessPredicting Intraday Trading Volume and Volume PercentagesVenkatesh Satish, Abhay Saxena and Max PalmerThe Journal of Trading Fall 2018, 13 (4) 107-116; DOI: https://doi.org/10.3905/jot.2018.13.4.107
- You have accessCOMMENTARY: Trends in Volume Forecasting: Developments and ApplicationsVenkatesh Satish, Max Palmer and Abhay SaxenaThe Journal of Trading Fall 2018, 13 (4) 105-106; DOI: https://doi.org/10.3905/jot.2018.1.066
Saxena, Abhay
- You have accessPredicting Intraday Trading Volume and Volume PercentagesVenkatesh Satish, Abhay Saxena and Max PalmerThe Journal of Trading Fall 2018, 13 (4) 107-116; DOI: https://doi.org/10.3905/jot.2018.13.4.107
- You have accessCOMMENTARY: Trends in Volume Forecasting: Developments and ApplicationsVenkatesh Satish, Max Palmer and Abhay SaxenaThe Journal of Trading Fall 2018, 13 (4) 105-106; DOI: https://doi.org/10.3905/jot.2018.1.066
Schulman, Evan
- You have accessCOMMENTARY: A Market Structure That Fits the Needs of Portfolio ManagersCharles Polk and Evan SchulmanThe Journal of Trading Fall 2018, 13 (4) 80-81; DOI: https://doi.org/10.3905/jot.2018.13.4.080
- You have accessMarket Structure MattersCharles Polk and Evan SchulmanThe Journal of Trading Fall 2018, 13 (4) 82-84; DOI: https://doi.org/10.3905/jot.2018.13.4.082
Schwartz, Robert A.
- You have accessCOMMENTARY: Dark Pools, Fragmented Markets, and the Quality of Price Discovery: CommentaryRobert A. SchwartzThe Journal of Trading Fall 2018, 13 (4) 71-73; DOI: https://doi.org/10.3905/jot.2018.13.4.071
- You have accessDark Pools, Fragmented Markets, and the Quality of Price DiscoveryRobert A. SchwartzThe Journal of Trading Fall 2018, 13 (4) 74-79; DOI: https://doi.org/10.3905/jot.2018.13.4.074
Seddon, Jonathan
- You have accessCOMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 117-118; DOI: https://doi.org/10.3905/jot.2018.13.4.117
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 119-128; DOI: https://doi.org/10.3905/jot.2018.13.4.119
Selway, James P.
- You have accessCOMMENTARY: Space Unicorns and the Intermarket Trading System: Revisiting MythsJames P. SelwayThe Journal of Trading Fall 2018, 13 (4) 99; DOI: https://doi.org/10.3905/jot.2018.13.4.099
- You have accessFive Myths About Listed TradingJames P. SelwayThe Journal of Trading Fall 2018, 13 (4) 100-104; DOI: https://doi.org/10.3905/jot.2018.13.4.100
Slama, Ouziel
- You have accessFootprints on a Blockchain: Trading and Information Leakage in Distributed LedgersRune Tevasvold Aune, Adam Krellenstein, Maureen O’Hara and Ouziel SlamaThe Journal of Trading Fall 2018, 13 (4) 49-57; DOI: https://doi.org/10.3905/jot.2018.13.4.049
Sobczyk, Aleksander
- You have accessToward Greater Transparency and Efficiency in Trading Fixed-Income ETF PortfoliosAnanth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 62-70; DOI: https://doi.org/10.3905/jot.2018.13.4.062
- You have accessCOMMENTARY: Retrospective: “Toward Greater Transparency and Efficiency in Trading Fixed-Income ETF Portfolios”Ananth Madhavan, Stephen Laipply and Aleksander SobczykThe Journal of Trading Fall 2018, 13 (4) 59-61; DOI: https://doi.org/10.3905/jot.2018.1.065
Steffens, John Launny
- You have accessCOMMENTARY: Volatility ForecastingHaim A. Mozes and John Launny SteffensThe Journal of Trading Fall 2018, 13 (4) 10-13; DOI: https://doi.org/10.3905/jot.2018.13.4.010
- You have accessUsing Fundamental Earnings Factors to Forecast Equity Market VolatilityHaim A. Mozes and John Launny SteffensThe Journal of Trading Fall 2018, 13 (4) 14-19; DOI: https://doi.org/10.3905/jot.2018.13.4.014
V
Vliet, Ben Van
- You have accessCOMMENTARY: A Retrospective Look: Phantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 117-118; DOI: https://doi.org/10.3905/jot.2018.13.4.117
- You have accessPhantom Liquidity and High-Frequency QuotingJesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van VlietThe Journal of Trading Fall 2018, 13 (4) 119-128; DOI: https://doi.org/10.3905/jot.2018.13.4.119
W
Wagner, Wayne H.
- You have accessIf Best Execution Is a Process, What Does That Process Look Like?Wayne H. Wagner and Mark EdwardsThe Journal of Trading Fall 2018, 13 (4) 22-26; DOI: https://doi.org/10.3905/jot.2018.13.4.022
- You have accessCOMMENTARY: Commentary on “If Best Execution Is a Process, What Does That Process Look Like?”1Wayne H. Wagner, Mark Edwards and Steven GlassThe Journal of Trading Fall 2018, 13 (4) 20-21; DOI: https://doi.org/10.3905/jot.2018.13.4.020
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The Journal of Trading
Vol. 13, Issue 4
Fall 2018