Videos

Inside the Opening Auction

JEFF BACIDORE
Managing Director and Head of Algorithmic Trading at Investment Technology Group, Inc.

Trading in the opening auction requires an understanding of the complex rules and behavior of each exchange.

Trade Cost: Handicapping on Par

VLAD RASHKOVICH
Global Business Trade Manager of Trade Analytics at Bloomberg, L.P.

Vlad unveils a proprietary trade cost model and discusses the practical applications to non-client practitioners.

Can High-Frequency Traders Game Futures?

IRENE ALDRIDGE
Managing Partner at ABLE Alpha Trading Ltd.

In theory, pump-and-dump strategies can be used to disadvantage investors, but the cost is not economical.

Boosting the Liquidity of the Market Engine: Horsepower versus Torque

ROBERT A. JAEGER
Senior Investment Strategist for the Investment Strategy and Solutions Group at BNY Mellon Asset Management

In this commentary, we make the analogy between market liquidity and its components and engine torque and horsepower. This analogy is used to appreciate the importance of contrarian investing and enables us to think more clearly about the influence of potential regulatory changes.

Block-Crossing Networks and The Value of Natural Liquidity

VALDIMIR MARKOV
Head of Market Structure Research at Liquidnet