05.02.2014

Factors Affecting VWAP in Futures: Spread Cost and Liquidity (Part 2 of 3)

05.02.2014

Bid-Ask spread is a significant portion of trade cost, especially for aggressive orders (e.g. a large VWAP order which needs to finish within a shorter amount of time) — which tend to cross spread to take liquidity more often than passive orders.

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Celebrating women shaping European finance
European Women in Finance Awards deadline is Aug 23
#WomeninFinance #Finance #WIF
Nominate here: https://www.jotform.com/form/250276204100339

As Cboe Data Vantage scales globally, Adam Inzirillo discusses our APAC expansion, plans to launch dedicated cores in Canada and preparation for 24×5 U.S. equities trading, pending regulatory approval – full story in @marketsmedia: https://bit.ly/4kQx3mC

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