On the Limits of Markouts and Venue CurationBlogOct 26, 2021We’ve published a new trading research note “On the Limits of Markouts and Venue Curation” which highlights the challenges venues Read More
Measuring Execution Quality – Finding the Signal in the NoiseBlogNov 10, 2020We’ve just posted a new research paper about measuring execution quality, available at pragmatrading.com/research. Even as algo wheels are used by Read More
WM/R Fixing Update Q3 2016BlogOct 26, 2016We’ve just posted an update in our series tracking trading patterns around the 4pm London WM/Reuters Fix, available at pragmatrading.com/research. The Read More