Agency brokerage house Instinet has launched a new implementation shortfall algorithm. Called Wizard PRO (Portfolio Risk Optimizer), it aims to optimize a portfolio’s trading schedule based on the ...

Horizon Software debuts implementation shortfall algorithm Horizon Software (Horizon), the world’s leading provider of electronic trading solutions and algorithmic technology, has announced the ...

ITG has enhanced its Dynamic Implementation Shortfall algorithm with optimized capabilities to handle imbalanced and illiquid portfolio trades.

ITG has recently introduced more real-time functionality into its implementation shortfall algorithm designed for buysiders who trade portfolios. The latest version of the software, Dynamic ...

Market maker XTX Markets has released its new FX implementation shortfall execution algorithm aimed at reducing the overall slippage to arrival place. The single algorithm from XTX Markets includes a ...

ITG has recently introduced more real-time functionality into its implementation shortfall algorithm, designed for buysiders who trade portfolios. The latest version of the software adjusts its ...

The BestEx Research Adaptive Optimal (IS) Framework allows clients to create tailored implementation shortfall algorithms and compare performance through experimentation for truly optimized ...

ITG DIS 2.0 builds on the success of the original Dynamic Implementation Shortfall Algorithm, which was created to execute portfolio trades in a coordinated, cost-effective manner.

For the last two decades, buy-side firms have used opaque, black-box implementation shortfall algorithms with just a handful of urgency settings, but such limited algorithms simply cannot work ...

We derive explicit recursive formulas for target close (TC) and implementation shortfall (IS) in the Almgren Chriss framework. We explain how to compute the optimal starting and stopping times for IS ...

For the last two decades, buy-side firms have used opaque, black-box implementation shortfall algorithms with just a handful of urgency settings, but such limited algorithms simply cannot work ...