POV Algorithms: Taken to the Limit

Payment for Order Flow: My Two Cents (per hundred)

When VWAP Algo + Volume Constraints = POV Algo

Zero-Commission Trading: From Hero to Zero

Trading Cost Models: Uses and Abuses

All Major Exchanges are Not Created Equal

Three Innovative Ways to Reduce Adverse Selection

Do Exchange Fees Even Matter?

“When One Floor Closes…": The Empirical Evidence on The NYSE Floor Closure

RegNMS-tivus: A Market Structure for the Rest of Us

Is this the End of the NYSE Floor?

All (Useful) Speed Bumps Are Asymmetric

Does Your Algorithm Contain A Ticking Time(r) Bomb?

Ticked Off : Five Arguments Against the Nasdaq Intelligent Tick Proposal

The IEX D-Limit Proposal: It’s good…but what if it’s TOO good?

The Nasdaq Tick Size Proposal: Some Initial Thoughts

Do Inverted Venues Leak Information?

Are Dark Pools All the Same? Form ATS-N Says "No"

Applications of Machine Learning in Trading: Part 1

Rule 606: More Than a Canary for Coal Mines

Exchange Speed Bumps: An indirect way to reduce buy-side trading costs

The NYSE D-Quote: The Disney Fastpass of Trading

Investing in Trader Alpha: A reliable, cost-effective way to boost performance

Can exchange rebates help align broker and client incentives?

ELPs: “Electronic Liquidity Providers” or “Examples of a Leakage Problem”

Custom Algorithms: Time to stop buying “off-the-rack”?

Algo Wheel of Fortune

TCA is Dead! Long Live ESA!

Welcome to the Bacidore Group Blog