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 Fix Trading Still Predictable, But Less So: PragmaProfit & Loss2016, HeadlinesOct 31, 2016After the adoption of a five-minute window to calculate its 4 p.m. currency benchmark rates known as the “Fix” by Read More
