Level 2 Market Data: What Level Supports Your Trading Strategy?
Know what market data you use and how it fits within your firm’s strategy to ensure proper market data budgeting.
Using Backtesting to Avoid Slippage in Equities Trading
Slippage is a familiar concept to high frequency traders. It’s a source of variance if unaccounted for, but a confidence-builder when deliberately modeled.
Checklist for Ensuring Best Execution with Trade Analysis
While often completed for separate goals, the analysis used for trading strategy refinements and trading compliance are not dissimilar.