09.05.2014

ETF Algorithmic Trading vs. Block Trading (Part 3)

09.05.2014

We statistically compared the ETF trade costs of implementation shortfall strategy with that of block trading which was deemed as an effective way to execute large chunk of shares. Block trade here was defined as single trade with prints of more than 10000 shares. We gathered all the ETF block prints from public market feeds of US equity market from 1/1/2013 to 12/31/2013.

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It's been a month since we had our Women In Finance Awards in New York City at the Plaza! Take a look back tab some moments, and nominate for our upcoming awards in Mexico City and Singapore here: https://www.marketsmedia.com/category/events/

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Citadel Securities told the SEC that trading tokenized equities should remain under existing market rules, a position that drew responses from various crypto industry groups. @ShannyBasar for @MarketsMedia:

SEC Commissioner Mark Uyeda argued that private assets belong in retirement plans, saying diversified alts can improve risk-adjusted returns and that the answer to optimal exposure “is not zero.” @ShannyBasar reporting for @MarketsMedia:

COO of the Year Award winner! 🏆
Discover how Jennifer Kaiser of Marex earned the 2025 Women in Finance COO of the Year recognition.

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