Handbook Archive - The TRADE

MiFID II Handbook Vol 2

Stephen Widom — Tue, 10 Oct 2017 18:16:57 +0000

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Algorithmic trading & the search for liquidity in Asia, published 2011

Bhakti Patel — Tue, 24 Jan 2012 12:22:52 +0000

Algorithmic trading & the search for liquidity in Asia, published December 2011

The first edition of The TRADE Asia guide to algorithmic trading and the search for liquidity in Asia reflects the rapid pace of change in market structures and trading patterns across the region.

Part 1 – Algorithmic trading

Part 2 – Accessing liquidity

Part 3 – Market reports

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Algorithmic trading & smart order routing, published 2011

Bhakti Patel — Tue, 24 Jan 2012 12:13:54 +0000

Algorithmic trading & smart order routing, 4th edition, published December 2011

Part 1 – Algorithmic trading

Part 2 – Execution strategies

Part 3 – Venue selection

Part 4 – Latency

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Accessing fragmented liquidity – Trading effectively in lit and dark markets, published 2010

Bhakti Patel — Wed, 21 Sep 2011 19:57:57 +0000

Fragmentation and dark pools have received a lot of bad press. But is it justified? The TRADE’ s latest handbook, ‘Accessing fragmented liquidity: Trading effectively in lit and dark markets’, goes some way to putting the record straight. Liquidity fragmentation is a consequence of increased competition – exactly what MiFID had in mind – and when has increased competition been at the expense of clients! Traders have benefited though increased choice and lower trading costs.

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Algorithmic Trading & SOR Handbook, published 2009

Bhakti Patel — Wed, 21 Sep 2011 19:56:44 +0000

Algorithmic trading & smart order routing handbook, 3rd edition, published November 2009

Part 1 — Algorithmic trading & SOR
Part 2 — Execution strategies
Part 3 — Trade analysis and performance
Part 4 — Glossary of terms

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Execution Venues in Europe Handbook

Bhakti Patel — Wed, 21 Sep 2011 19:55:32 +0000

Execution Venues in Europe Handbook, published December 2008

Part 1 — Post MiFID market
Part 2 — Models and structures
Part 3 — Trading strategies for fragmented liquidity
Part 4 — Trade analysis

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Algorithmic Trading Handbook, 2nd edition, published 2007

Bhakti Patel — Wed, 21 Sep 2011 19:54:23 +0000

Part 1 — Adopting an algorithmic strategy
Part 2 — Algorithms in action
Part 3 — Quantifying and measuring performance
Part 4 — Innovation in algorithmic design

To order copies of the Algorithmic Handbook – 2nd edition please contact Françoise César on +44 (0) 20 7400 7100

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Algorithmic Trading Handbook, 1st edition, published 2005

Bhakti Patel — Wed, 21 Sep 2011 19:52:50 +0000

First edition of the Algorithmic Trading Handbook, published back in 2005 is available for download in PDFs.

Part 1 (956 Kb) — Market and mechanics
Part 2 (416 Kb) — Honing an algorithmic trading strategy
Part 3 (489 Kb) — Quantifying and enhancing value
Part 4 (747 Kb) — Emerging trends and future direction

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