Table of Contents

Article

• 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