In this paper, we discuss the issues a trader should consider when trading in and around the
closing auction. Specifically, we describe the auction mechanisms used by the exchanges, …

This empirical study based on 517,000 observations from 17 dark pools used by ITG trading
systems over a one-month period shows the value in predicting execution quality by fill type …

… Panel B of Exhibit 3 provides an example … B of Exhibit 3: k-means computes the distance
between that point and the two existing cluster centers, represented by the squares in Panel B …

Traders commonly use market-on-close (MOC) or limit-on-close (LOC) orders to participate
in the NYSE closing auction. The d-Quote is an alternative mechanism. Unlike MOC/LOC …

… Interestingly, the neoplastic cells were confined largely within vascular spaces, a configuration
that is exceedingly rare in the skin and is more typically seen with intravascular large B‐…

As automotive, industrial, and satellite communication sectors trend towards higher frequency
bands, the need for high directivity beamforming becomes essential. In this paper, we …

… B, followed by a linear gradient to 70% solvent B over 20 min, then 50% solvent B over 1 min,
hold at 50% solvent B … to 90% solvent B over 1 min, followed by hold at 90% solvent B for 8 …

… The reactions with PMME (panel A) and pantaphos (panel B) are shown at the top with the
31PNMR spectra for reactions containing the indicated components below. All reactions also …

The goal of this research was to study methods of altering the standard approach to volume
weighted average price such that it respects stock-specific volume volatility. The early …

One of the core responsibilities of many institutional traders is managing cash and risk
constraints of a portfolio. Traders often do not take advantage of dark trading and block trading …