@article {Waelbroeck78, author = {Henri Waelbroeck}, title = {Optimizing Fund Performance in the New Financial Market Ecosystem}, volume = {9}, number = {1}, pages = {78--86}, year = {2013}, doi = {10.3905/jot.2013.9.1.078}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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}, issn = {1559-3967}, URL = {https://jot.pm-research.com/content/9/1/78}, eprint = {https://jot.pm-research.com/content/9/1/78.full.pdf}, journal = {The Journal of Trading (Retired)} }