What is the best time to get in and out of a trade? Traders worldwide seek the answer to this question and use various trading strategies to arrive at forecasts. A volume-weighted average price (VWAP) ...

RBC’s Aiden VWAP: A new era of AI trading in Europe, leveraging advanced AI and deep reinforcement learning to achieve optimised execution AI is not merely a tool, but a catalyst for change setting ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

In recent posts, I have been focused on algorithm nuances that can have disproportionate effects on algorithm performance. In this post, I am going to move in the opposite direction and discuss a much ...