Table of Contents

Primary Article

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  Algorithmic Trading in Turbulent Markets

  Robert Flatley

  The Journal of Trading Fall 2008, 3 (4) 7-13; DOI: https://doi.org/10.3905/jot.2008.3.4.7
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  Market Conditions and Profitability of Proprietary Trading by Futures Floor Traders

  Haiwei Chen

  The Journal of Trading Fall 2008, 3 (4) 14-23; DOI: https://doi.org/10.3905/jot.2008.3.4.14
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  Dual Traders in Fully Anonymous Stock Markets, Iceberg Orders, and Liqudity Provision

  Dirk Schiereck and Christian Voigt

  The Journal of Trading Fall 2008, 3 (4) 24-46; DOI: https://doi.org/10.3905/jot.2008.3.4.24
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  Demystifying the Relationship between Trading-Level and Portfolio-Level Tracking Error

  Aran Murphy and Reid Hellekson

  The Journal of Trading Fall 2008, 3 (4) 47-50; DOI: https://doi.org/10.3905/jot.2008.3.4.47
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  Are Trading Costs Invisible in Trading Decisions?

  Ryan Garvey and Fei Wu

  The Journal of Trading Fall 2008, 3 (4) 51-65; DOI: https://doi.org/10.3905/jot.2008.3.4.51
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  Simulation of Maker Loss in the Global Inter-Bank FX Market

  Anatoly B. Schmidt

  The Journal of Trading Fall 2008, 3 (4) 66-70; DOI: https://doi.org/10.3905/jot.2008.3.4.66
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  History Doesn't Repeat Itself, It Rhymes

  Justin Schack and Joseph Gawronski

  The Journal of Trading Fall 2008, 3 (4) 71-81; DOI: https://doi.org/10.3905/jot.2008.3.4.71
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  Evaluating Algorithmic Performance

  Marie S. Konstance

  The Journal of Trading Fall 2008, 3 (4) 82-84; DOI: https://doi.org/10.3905/jot.2008.3.4.82
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  Quantifying the SIGMA X Crossing Benefit

  George Sofianos and David Jeria

  The Journal of Trading Fall 2008, 3 (4) 84-91; DOI: https://doi.org/10.3905/jot.2008.3.4.84