UTDF and UQDF: Nasdaq’s SIP Feeds for Trades and Quotes
We outline the basics any financial professional should understand – including feed features, a comparison of similar feeds, and the fees associated with them.
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.