RT Journal Article
SR Electronic
T1 The OMS as an Algorithmic Trading Platform: <em>Five Critical Business and Technical Considerations</em>
JF The Journal of Trading
FD Institutional Investor Journals
SP 36
OP 39
DO 10.3905/JOT.2009.4.3.036
VO 4
IS 3
A1 Tim Decker
YR 2009
UL https://pm-research.com/content/4/3/36.abstract
AB Execution management systems (EMS) certainly have a place in today’s richly varied investment landscape. Today’s leading order management system (OMS) providers, however, can deliver a fully integrated, onsite, broker-neutral trading platform, with built-in algorithms, portfolio modeling capabilities, a flexible and scalable architecture, and FIX-based connectivity to critical liquidity sources, from sell-side desks to dark pools. For many firms seeking to reduce the tools on their desks without compromising their trading capability, that may be just the algorithmic ticket.TOPICS: Portfolio construction, statistical methods, derivatives