The ratio of the number of stocks in an index that have advanced (i.e., have positive performance) versus the number...

A form of cross in which two counterparties (a buyer and a seller) get a mid-quote fill price from a...

A trading algorithm that targets the closing price, and hence the name “market-on-close (MOC) algorithm”. This algorithm allows electronic traders...

A trading algorithm (algo) that targets the closing price, and hence the name “market-on-close (MOC) algo”. This algorithm allows electronic...

On the London Stock Exchange (LSE), it refers to the minimum number of shares in which market makers are registered...

A component of execution costs; in turn, market impact cost consists of two components: bid-ask spread and price concession. It...

The price change that occurs due to a sell or buy order. Broadly, it is the effect that results from...

Using the funds borrowed from a broker to trade securities (e.g., stocks). Margin trading works also for bonds, options, among...

A ratio that is constructed by relating shares sold short by an exchange member (New York Stock Exchange) to total...

An algo that seeks out the broker algo or a set of broker algos that would best suit the needs...