The Journal of Trading: 5 (4)

The Journal of Trading

Fall 2010; Volume 5,Issue 4

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Trading Fall 2010, 5 (4) 2; DOI: https://doi.org/10.3905/jot.2010.5.4.002
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Ten Questions Every Institution Should Ask Their Dark Pool Providers
Jay Bennett, John Colon, John Feng and Jennifer Litwin

The Journal of Trading Fall 2010, 5 (4) 10-13; DOI: https://doi.org/10.3905/jot.2010.5.4.010
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Short Selling during Extreme Market Movements
Benjamin M Blau, Bonnie F. Van Ness, Robert A. Van Ness and Robert A. Wood

The Journal of Trading Fall 2010, 5 (4) 14-27; DOI: https://doi.org/10.3905/jot.2010.5.4.014
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Transaction Cost Analysis to Optimize Trading Strategies
Carla Gomes and Henri Waelbroeck

The Journal of Trading Fall 2010, 5 (4) 29-38; DOI: https://doi.org/10.3905/jot.2010.5.4.029
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Collateral Management: Aligning FX Risks with the Right
Risk Management
Aran Murphy and Joseph Hoffman

The Journal of Trading Fall 2010, 5 (4) 40-44; DOI: https://doi.org/10.3905/jot.2010.5.4.040
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Best Execution: Defining Best Execution in an Increasingly Complex Trading Environment
Ryan Larson

The Journal of Trading Fall 2010, 5 (4) 46-49; DOI: https://doi.org/10.3905/jot.2010.5.4.046
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Empirical Limitations on High-Frequency Trading Profitability
Michael Kearns, Alex Kulesza and Yuriy Nevmyvaka

The Journal of Trading Fall 2010, 5 (4) 50-62; DOI: https://doi.org/10.3905/jot.2010.5.4.050
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VIX Calculation Methodology: Mystifying or Mathematically Convoluted?
Bani Arora

The Journal of Trading Fall 2010, 5 (4) 63-64; DOI: https://doi.org/10.3905/jot.2010.5.4.063
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When Should You Trade?
Ryan Garvey and Fei Wu

The Journal of Trading Fall 2010, 5 (4) 65-77; DOI: https://doi.org/10.3905/jot.2010.5.4.065
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How Do Trading Costs Vary Across the Day? A Note on the Innovative XLM Measure for Small Caps at the Frankfurt
Stock Exchange
Christiane Goodfellow, Dirk Schiereck and Tatjana Verrier

The Journal of Trading Fall 2010, 5 (4) 78-87; DOI: https://doi.org/10.3905/jot.2010.5.4.078
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Innovative Option Combinations: Enhancing the Straddle
Andrew Laubie

The Journal of Trading Fall 2010, 5 (4) 88-97; DOI: https://doi.org/10.3905/jot.2010.5.4.088

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