Sven Brodmerkel does not work for, consult, own shares in or receive funding from any company or organization that would benefit from this article, and has disclosed no relevant affiliations beyond ...
Goldman Sachs Electronic Trading (GSET) has released an enhanced version of its Auction algorithm. Auction now includes Target Market on Close functionality, which is designed for orders that are ...
Using historical data and real-time auction imbalance information, ConvergEx's algorithms can now determine the optimal number of shares to commit to the auctions, to minimize market impact and ...
The National Electricity Control Centre (CENACE), the body responsible for regulating the auction, detected errors in the computer algorithm. A vector of geographic data was missing, resulting in bids ...
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