Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian R. Bruce

  The Journal of Trading Fall 2013, 8 (4) 1; DOI: https://doi.org/10.3905/jot.2013.8.4.001
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  Optimal Trading Algorithm Selection and Utilization: Traders’ Consensus versus Reality

  Jingle Liu and Kapil Phadnis

  The Journal of Trading Fall 2013, 8 (4) 9-19; DOI: https://doi.org/10.3905/jot.2013.8.4.009
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  Ranking the Performance of U.S. Dark Venues

  Brad Johmann and Shi L. Li

  The Journal of Trading Fall 2013, 8 (4) 20-25; DOI: https://doi.org/10.3905/jot.2013.8.4.020
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  A Primer on Trading SIFMA Swaps

  Pavan Wadhwa, Peter DeGroot, Srini Ramaswamy, Alberto Iglesias and Joshua D. Younger

  The Journal of Trading Fall 2013, 8 (4) 26-36; DOI: https://doi.org/10.3905/jot.2013.8.4.026
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  Balancing Execution Risk and Trading Cost in Portfolio Trading Algorithms

  Jeff Bacidore, Di Wu and Wenjie Xu

  The Journal of Trading Fall 2013, 8 (4) 37-43; DOI: https://doi.org/10.3905/jot.2013.8.4.037
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  Assessing Stop-Loss and Re-Entry Strategies

  Joachim Klement

  The Journal of Trading Fall 2013, 8 (4) 44-53; DOI: https://doi.org/10.3905/jot.2013.8.4.044
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  The Effect of Brokers on the Dynamics of a Walrasian Auction

  Philippe Gregoire, James Eaves, Michel Gendron and Manel Kammoun

  The Journal of Trading Fall 2013, 8 (4) 54-64; DOI: https://doi.org/10.3905/jot.2013.8.4.054
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  Trading in an Asset-Converged World

  Steve Grob

  The Journal of Trading Fall 2013, 8 (4) 66-68; DOI: https://doi.org/10.3905/jot.2013.8.4.066
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  Multi-Asset Trading Costs

  Robert Kissell

  The Journal of Trading Fall 2013, 8 (4) 69-80; DOI: https://doi.org/10.3905/jot.2013.8.4.069
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  Does Trading in a Competitive Framework across Multiple Venues in Fixed-Income Markets Add Value?

  Jason Lenzo, William Skimming, Ashley Grissom and Brandon Rasmussen

  The Journal of Trading Fall 2013, 8 (4) 81-86; DOI: https://doi.org/10.3905/jot.2013.8.4.081