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.
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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:
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