Grace Gul
Execution Consultant, Bank of America Merrill Lynch
Information leakage differs significantly across venues.Bank of America Merrill Lynch measures venue toxicity by examining the difference between execution price and a short term fair price.
Which electronic algorithms can be used to trade relative evaluation opportunities or manage risk in a pending corporate action?
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Volume curves during roll periods can differ significantly from the curves used for trading standard periods. Due to its adaptive nature, the Instinct® algorithm can efficiently find liquidity during this atypical period.
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Launching a successful hedge fund is not defined by investment talent and track record alone. Start ups need to be institutional from day one.
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Instinct® utilizes market driven signals and stock specific impact modeling to source liquidity while minimizing market impact.
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A passive algo like BofAML's Instinct® 2, that utilizes a combination of dark pool overlays and real-time signals, can minimize impact when filling an order.
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