Our Summer issue opens with Benrud’s introduction of a model to describe the competition between high and low accuracy trading platforms. He presents the model to help practitioners and researchers understand how the production costs of the service, the number of traders, and the preferences for price accuracy can affect the fees charged by the platforms and levels of accuracy offered. This is followed by Aldridge who outlines a cost-effective way to test whether trading ideas accurately discriminate between profitable and unprofitable trading opportunities. Pratnicki evaluates the effects on the marketplace of the Securities Exchange Commission regulations mandated to enforce its role in structuring the market.
Recognizing the continued growth in the area of Algorithmic Trading, we are pleased to feature a special section dedicated to the topic. This section features articles on the OMS as an Algorithmic trading platform, latency in electronic securities trading, applying event processing to electronic trading, and TCA Benchmarks.
As always, we welcome your submissions. Please encourage those you know who have good papers or have made good presentations on trading-related subjects to submit them to us. Submission guidelines are included in this issue. We value your comments and suggestions so please email us at journals{at}investmentresearch.org.
TOPICS: Statistical methods, exchanges/markets/clearinghouses, equity portfolio management, information providers/credit ratings
Brian Bruce
Editor-in-Chief
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