THE TRADE HANDBOOK

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

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

Algorithmic trading & smart order routing, published 2011

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  

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

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.

Algorithmic Trading & SOR Handbook, published 2009

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

Execution Venues in Europe Handbook

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

Algorithmic Trading Handbook, 2nd edition, published 2007

  • 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

Algorithmic Trading Handbook, 1st edition, published 2005

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