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ITG
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When using VWAP #algos trading costs impacted much more by spread than volatility. http://ow.ly/WTzw307Ukth
How does spread affect performance of VWAP Algorithms? - Jan 10th 2017. How does spread affect performance of VWAP Algorithms? Chart 1: VWAP Algorithms - Distribution of Interval VWAP Costs by Spread Group. Chart 2: VWAP Algorithms - Median Interval VWAP Cost by Spread Group and ...
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ITG

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#MiFID impact: 82% of 100+ North American buysiders polled by ITG plan to fully unbundle all their brokers globally.
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ITG Analytics provides a #TickPilot update: http://ow.ly/VAnj307hnvM
QOTW (Dec 13th 2016): How have spreads and top of book depth changed since the tick pilot started? How have spreads and top of book depth changed since the tick pilot started? Chart 1: Percent change in spreads and top of book depth across pre-pilot spread groups.
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#TickPilot impact: stocks w/pre-pilot spreads <$0.05 see ~2x wider spreads & >5x jump in top-of-book depth. More details: http://ow.ly/ijBc3075mvw ITG Analytics Incubator
QOTW (Dec 13th 2016): How have spreads and top of book depth changed since the tick pilot started? How have spreads and top of book depth changed since the tick pilot started? Chart 1: Percent change in spreads and top of book depth across pre-pilot spread groups.
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#EmergingMarkets avg trading commissions show steady decline w/biggest drop in Emerging Europe. Details: http://ow.ly/XOOr306UmEF
QOTW (Dec 06th 2016): How does commission change over time across emerging markets? How does commission change over time across emerging markets? Chart 1: Wtd. Avg. Commission in basis points for Emerging Asia and European regions. Chart 2: Percentage of commission volume across commission ...
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How is the #TickPilot going so far? We share our observations with Traders http://ow.ly/EKLx306GpvB
The more things change, the more they stay the same. And when it comes to U.S equity market structure issues and fixes, the buy-side wants to see some answers.
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North American buy si http://ow.ly/N7sP307KOWt de surveyed by ITG expect to unbundle wholesale ahead of MiFID II via FTSE Global Markets
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What does order automation look like? http://ow.ly/JFWB307ccDt
With trading technologies more sophisticated than ever, buy side traders are entrusting their trading platforms with a wider range of execution objectives.
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Semi-Automation Gains Traction on Buy Side - http://ow.ly/w79P307cbiO ITG's RJ Weiss via TabbFORUM
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How have spreads and top of book depth changed since the tick pilot started? http://ow.ly/7NN43073J7H
QOTW (Dec 13th 2016): How have spreads and top of book depth changed since the tick pilot started? How have spreads and top of book depth changed since the tick pilot started? Chart 1: Percent change in spreads and top of book depth across pre-pilot spread groups.
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ITG's Rob Boardman makes the case for strong EU ties with the City. Via City AM
http://ow.ly/kcE8306PDlb
Benjamin Franklin once said that “you may delay, but time will not”.
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165 Broadway New York, NY 10006
165 BroadwayUSNew YorkNew York10006
(212) 588-4000itg.com
Financial Institution, Stock BrokerToday 7AM–5PM
Thursday 7AM–5PMFriday 7AM–5PMSaturday ClosedSunday ClosedMonday 7AM–5PMTuesday 7AM–5PMWednesday 7AM–5PM
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