Why Wait for Tick Size Reform? Come on, the Clock is “Ticking”
VWAP Profiles: A Machine Learning Application
Why Use a Portfolio Trading Algorithm? (And why not)
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