The Journal of Trading

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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
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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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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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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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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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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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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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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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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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Managing Risks and Avoiding Pitfalls when Interacting with Non-Displayed Liquidity
Richard Johnson

The Journal of Trading Summer 2008, 3 (3) 34-38; DOI: https://doi.org/10.3905/jot.2008.708834

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