For Subscribers

Heart of the “Price Improvement” Mechanism – Part I

Given the approaching timing of the SEC's proposed overhaul of US equity market structure, Alphacution takes its analysis of 605 data to a new level with this one (using Citadel Securities as the initial example). Nearly four years of monthly price improvement rates per share and net price improvement values by order size and order type categories are among the highlights here...

By |2023-03-10T22:27:39-05:00March 9th, 2023|For Subscribers|