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Kelly Criterion

A tool that is used to determine the optimal percentage of trades at risk with respect to the overall portfolio....

Asset Play

A stock market expression for a stock whose market price is way below its asset-based value. This stock may be...

All-In Rate

The total cost of a commodity transaction. It consists of all bid-ask spreads, exchange fees, the broker's commission (in a...

Zweig Breadth Thrust Indicator

An overbought/ oversold indicator that shows the percentage of stocks that are advancing on an exchange. It is computed by...

Non-Block VWAP

A form of volume-weighted average price (VWAP) that excludes upstairs or block trades. Consequently, it is very important that a...

Nondisplayed Market

A market in which offers to trade are not disclosed to the public. Orders can be invisibly transmitted (and hence...

Nondisplayed Liquidity

A source of market liquidity that is created through dark pools (dark liquidity pools) or black pools (black liquidity pools)....

Reverse Stock Split

A consolidation of outstanding shares (authorized and issued shares) that is carried out by a company to cut down the...

Real World Measure

In financial markets, it is the probability measure that depends on observation of market prices in the real life context,...

Alternative Midpoint Peg Order

A peg order (midpoint peg order) that is used to peg the price to the less aggressive side of the...