ITG has rolled out a new algorithm that makes dark pool liquidity available to portfolio traders. The company unveiled its Dark List Algorithm, a next-generation algorithm which brings the firm’s dark ...
The original version of this story appeared in Quanta Magazine. Imagine a town with two widget merchants. Customers prefer cheaper widgets, so the merchants must compete to set the lowest price.
If you do Facebook marketing, one thing that you might want to understand is the Facebook algorithm. The Facebook algorithm helps make sense of the huge number of posts that people and businesses ...
Pair and cross-asset algorithms seek market neutrality by using correlation as a key factor to managing multi-security executions. In our previous post, “Pair Trading: It’s Complicated – Part I,” we ...