PT  - JOURNAL ARTICLE
AU  - Henri Waelbroeck
TI  - Optimizing Fund Performance in the New Financial Market Ecosystem
AID  - 10.3905/jot.2013.9.1.078
DP  - 2013 Dec 31
TA  - The Journal of Trading
PG  - 78--86
VI  - 9
IP  - 1
4099  - https://pm-research.com/content/9/1/78.short
4100  - https://pm-research.com/content/9/1/78.full
AB  - Institutional asset managers have responded to the surge in high frequency trading technology by adopting crossing networks, investing in algorithmic trading platforms and developing business intelligence-inspired methods to optimize their trading desks. What are some of the strategies available to the buy-side, and which are most likely to be winners?TOPICS: Quantitative methods, exchanges/markets/clearinghouses