The consultation includes circuit breakers, speedbumps and the sequence of trade confirmations.
The consultation includes circuit breakers, speedbumps and the sequence of trade confirmations.
Patience is a critical factor to consider in trading algorithms, Credit Suisse's Richard Sparrow writes.
Clients can access BARX Book for equities through new order types and algos.
Buy-side use of FX algos also surged in March as volatility increased.
The wrong algorithm can be chosen almost half of the time.
Many of the findings are of broader relevance to other fast-paced electronic markets.
The algo increases the probability of finding liquidity in a fragmented US equity market.
The exchange will add momentum to its buy-side initiatives.
The post-trade analytics tool is designed to provide transparency and forensics around client executions.
