Publications Filter Algo Performance Benchmark Analysis Cost Analytics Market Conditions Market Liquidity Market Regimes WMR Benchmark Analysis Yangling Li 24/11/2021 Benchmark Analysis Yangling Li 24/11/2021 BestX Crypto Hourly Fixing Benchmark Read More Algo Performance Yangling Li 08/10/2021 Algo Performance Yangling Li 08/10/2021 BestX Algo Insights: Algo Density Intraday Read More Market Liquidity 13/09/2021 Market Liquidity 13/09/2021 Expected Future Order Flow: How your trades generate more trades Read More Algo Performance 05/08/2021 Algo Performance 05/08/2021 How long should TWAP algos run? Read More Algo Performance 16/04/2021 Algo Performance 16/04/2021 How Does a Limit Affect Algo Performance? Read More WMR Yangling Li 01/04/2021 WMR Yangling Li 01/04/2021 The Best Execution Choices around the WMR London Close Fix Read More Market Conditions Yangling Li 25/03/2021 Market Conditions Yangling Li 25/03/2021 Equity Venue Analysis Read More Cost Analytics 26/02/2021 Cost Analytics 26/02/2021 Analysing the relationships between liquidity, volatility and momentum Read More Cost Analytics 18/02/2021 Cost Analytics 18/02/2021 Volatility spikes and impacts on liquidity Read More Algo Performance Pete Eggleston 26/01/2021 Algo Performance Pete Eggleston 26/01/2021 Measuring an Algo Fill Profile – Centre of Mass Read More Market Regimes Pete Eggleston 16/11/2020 Market Regimes Pete Eggleston 16/11/2020 Momentum & Range Regimes – Adding & Conserving Alpha Read More Market Conditions Pete Eggleston 29/10/2020 Market Conditions Pete Eggleston 29/10/2020 Update on the BestX Event Risk Model Read More Older Posts
Benchmark Analysis Yangling Li 24/11/2021 Benchmark Analysis Yangling Li 24/11/2021 BestX Crypto Hourly Fixing Benchmark Read More
Algo Performance Yangling Li 08/10/2021 Algo Performance Yangling Li 08/10/2021 BestX Algo Insights: Algo Density Intraday Read More
Market Liquidity 13/09/2021 Market Liquidity 13/09/2021 Expected Future Order Flow: How your trades generate more trades Read More
Algo Performance 16/04/2021 Algo Performance 16/04/2021 How Does a Limit Affect Algo Performance? Read More
WMR Yangling Li 01/04/2021 WMR Yangling Li 01/04/2021 The Best Execution Choices around the WMR London Close Fix Read More
Market Conditions Yangling Li 25/03/2021 Market Conditions Yangling Li 25/03/2021 Equity Venue Analysis Read More
Cost Analytics 26/02/2021 Cost Analytics 26/02/2021 Analysing the relationships between liquidity, volatility and momentum Read More
Cost Analytics 18/02/2021 Cost Analytics 18/02/2021 Volatility spikes and impacts on liquidity Read More
Algo Performance Pete Eggleston 26/01/2021 Algo Performance Pete Eggleston 26/01/2021 Measuring an Algo Fill Profile – Centre of Mass Read More
Market Regimes Pete Eggleston 16/11/2020 Market Regimes Pete Eggleston 16/11/2020 Momentum & Range Regimes – Adding & Conserving Alpha Read More
Market Conditions Pete Eggleston 29/10/2020 Market Conditions Pete Eggleston 29/10/2020 Update on the BestX Event Risk Model Read More
