What is the best time to get in and out of a trade? Traders worldwide seek the answer to this question and use various trading strategies to arrive at forecasts. A volume-weighted average price (VWAP) ...

When it comes to improving trading performance, selecting the right strategy is crucial. An ITG survey of buyside traders last year found that 85% believe strategy selection has the most potential to ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

In today’s complex and low-latency electronic futures trading marketplace, achieving optimal execution performance with a Volume-Weighted-Averaged-Price (VWAP) trading strategy has never been more ...

The buy-side continues to face challenges in appropriately bucketing orders based on their alpha profiles and characteristics such as volatility, spread, and liquidity. Traditionally, algo wheels ...