But, as far as we’ve come even these “next-generation” algos are still mired in solving problems only at the point and time of execution. What’s really needed are holistic process algorithms. These algos represent hybrid technologies that combine several stages of pre-trade, in-flight and post-trade logic to optimize critical tasks and decision making throughout the investment-trading process. Holistic algos would combine execution logic with transaction cost analysis (TCA). They would aggregate and analyze complex sets of microstructure data and produce But, as far as we’ve come even these “next-generation” algos are still mired in solving problems only at the point and time of execution. What’s really needed are holistic process algorithms. These algos represent hybrid technologies that combine several stages of pre-trade, in-flight and post-trade logic to optimize critical tasks and decision making throughout the investment-trading process. Holistic algos would combine execution logic with transaction cost analysis (TCA). They would aggregate and analyze complex sets of microstructure data and produce
But, as far as we’ve come even these “next-generation” algos are still mired in solving problems only at the point and time of execution. What’s really needed are holistic process algorithms. These algos represent hybrid technologies that combine several stages of pre-trade, in-flight and post-trade logic to optimize critical tasks and decision making throughout the investment-trading process. Holistic algos would combine execution logic with transaction cost analysis (TCA). They would aggregate and analyze complex sets of microstructure data and produce
Subscriber Only Content
This article is reserved for our subscribers.
Subscribe Now
