Thought Leadership

Our experts monitor the latest industry developments, engage in current debates, and offer ongoing analysis so we’re prepared to offer guidance and unique insights to the investment community. Browse through our papers to read research and perspectives from some of the industry’s foremost thought leaders.

January 20, 2012
Dark Pool DNA: Improving Dark Pool Assessment
As published in The Journal of Trading
Ben Polidore, CFA, Director, Algorithmic Trading,
January 1, 2012
Inside the Opening Auction
As published in The Journal of Trading
Kathryn Berkow, Quantitative Analyst, Algorithmic Trading; Jeff Bacidore, Managing Director, Head of Algorithms; James Wong, Director, Algorithmic Trading
September 1, 2011
Introducing ITG’s Smart Cost Estimator: Working Large Orders in Real Time
Milan Borkovec, Managing Director, Head of Financial Engineering; Konstantin Tyurin, Vice President, Financial Engineering; Jing Cheng, Financial Engineering Researcher
August 15, 2011
Trading Patterns, Liquidity, and the Citigroup Split
Milan Borkovec, Managing Director, Head of Financial Engineering; Ian Domowitz, Managing Director, Head of Analytics & Financial Networks; Konstantin Tyurin, Vice President, Financial Engineering
August 13, 2011
Canadian Market Data Trends: Trading in the Face of Volatility
Doug Clark, Managing Director, Research; Dora Lee, Trading Strategist
August 10, 2011
Timing is Everything—Asian Trading Profiles
Clare Rowsell, Director, Head of Client Relationship Management & Marketing in Asia Pacific
August 9, 2011
Aurora Borealis: The Northern Lights of Canadian Markets
Doug Clark, Managing Director, Research
August 3, 2011
Asia Pacific Markets Breathe a Sigh of Relief After Q1 Turbulence
Clare Rowsell, Director, Head of Client Relationship Management & Marketing in Asia Pacific
May 25, 2011
Investing in Projected Russell 2000 Stock Additions: Analysis Summary
Vitaly Serbin, Director, Analytics; Milan Borkovec, Managing Director, Head of Financial Engineering; Xuepeng Sun, Assistant Vice President, Analytics
Investing in Projected Russell 2000 Stock Additions: A Viable Strategy?
Vitaly Serbin, Director, Analytics; Milan Borkovec, Managing Director, Head of Financial Engineering; Xuepeng Sun, Assistant Vice President, Analytics
See more Papers