Factors Affecting VWAP in Futures: Volatility and Pricing Risk (Part 3 of 3)
05.12.2014When traders have a large size of futures contracts to trade, liquidity become more precious and rapid market price movement can turn against you. Market volatility plays an important role in determining how fast the order should be executed to reduce price slippage against arrival price (the mid quote at the order entry), which measures the potential pricing risk faced by traders.
Continue reading on The Book »
NEWSLETTER SIGN UP
And receive exclusive articles on securities markets
🏆 The 2026 Global Markets Choice Awards are here! 🌍 Nominations are officially OPEN for the celebration of excellence in global capital markets trading & technology. Nominate below:
https://www.jotform.com/form/260086385121150
Delaware Life Insurance Company is becoming the first insurance carrier to offer an index that contains cryptocurrency, adding the BlackRock U.S. Equity Bitcoin Balanced Risk 12% Index to its fixed index annuity (FIA) portfolio.
As the digital assets industry pushes toward
Franklin Templeton is expanding its tokenized fund suite, signaling growing institutional demand for blockchain-based fund infrastructure and regulated investment products moving onchain. Read the full article below:
$50 billion in active ETF inflows helped fuel a record year for @BlackRock 's iShares business, as investors continue to lean into active strategies.