<?xml version="1.0" encoding="iso-8859-1"?><rss version="0.92">
<channel>
<title>Automated Trader EdgeTrade RSS feed results</title>
<link>http://automatedtrader.net</link>
<description>
Automated Trader delivers immediate in-depth coverage of automated and algorithmic trading across all asset classes. Our global resource base utilises both online and print media to support market participants from both a business and a technological perspective. Give yourself an edge. Subscribe today.

</description>
<language>en-uk</language>
<copyright>Copyright 2009 Algorithmic Media ltd</copyright>
<pubDate>Wed,  7 Jan 2009 12:46:54 -0600</pubDate>
    <item>
<title><![CDATA[EdgeTrade Selects Wombat for High Speed Data Platform]]></title>
<link>http://automatedtrader.net/algo-trading-news-5.xhtm</link>
<description><![CDATA[Wombat Financial Software announced today that EdgeTrade Inc. has licensed The Wombat Platform to enhance the utility of Execution Management System(TM), EdgeTrade's independent, agency front-end platform for trading of single stock and basket equity order]]></description>
</item>
<item>
<title><![CDATA[Leader: The buyside trader - empowered or extinct?]]></title>
<link>http://automatedtrader.net/automated-trader-leader-45.xhtm</link>
<description><![CDATA[The introduction of Reg NMS next year will
further compound other changes, such as
decimalisation, that have transformed the
equity market in recent years. Joe Wald,
CEO of EdgeTrade Inc., explains how
traders need to evolve and respond to
meet this challenge if they are to remain
relevant in the new environment.
]]></description>
</item>
<item>
<title><![CDATA[Elkins/McSherry Analysis Reveals Edgetrade?s VWAP Algorithm Outperforms 93% Of Large Institutions in Universe Comparison]]></title>
<link>http://automatedtrader.net/algo-trading-news-50.xhtm</link>
<description><![CDATA[EdgeTrade today announced results of a recent Elkins/McSherry analysis that showed EdgeTrade?s VWAP (Volume-Weighted Average Price) algorithm, including market impact and commissions, outperformed 93% of a universe of large, billion dollar institutions dur]]></description>
</item>
<item>
<title><![CDATA[EXECUTION MANAGEMENT SYSTEMTM FROM EDGETRADE TO OFFER A NEW SMART ORDER EXECUTION ALGORITHM]]></title>
<link>http://automatedtrader.net/algo-trading-news-150.xhtm</link>
<description><![CDATA[EdgeTrade,  the independent, agency-only broker and developer of algorithmic and direct access (DMA) software has introduced FAN, a new smart order execution algorithm. FAN is available to buy-side and sell-side firms through Execution Management SystemTM ]]></description>
</item>
<item>
<title><![CDATA[EDGETRADE TO INTEGRATE ITS AGENCY ALGORITHMS WITH]]></title>
<link>http://automatedtrader.net/algo-trading-news-266.xhtm</link>
<description><![CDATA[Feb 5th 2007 - EdgeTrade, has announced an agreement with Charles River Development to collaboratively build an interface that will connect EdgeTrade?s agency algorithms with Charles River?s Investment Management System. The agreement will streamline the a]]></description>
</item>
<item>
<title><![CDATA[EdgeTrade's Fan Outpaces Industry Estimates For Sourcing Liquidity]]></title>
<link>http://automatedtrader.net/algo-trading-news-604.xhtm</link>
<description><![CDATA[April 17, 2007 - EdgeTrade, agency-only broker and developer of algorithmic and direct access (DMA) software – today announced revealing, year-to-date performance figures for FAN, its smart order execution strategy launched in September 2006 that enables traders to “find and nail” best execution by sourcing liquidity among aggregated dark pools and public markets simultaneously.  Clients of EdgeTrade, totaling more than 150 in North America and Europe, include hedge funds, mutual funds, asset management firms and broker-dealers.]]></description>
</item>
<item>
<title><![CDATA[EdgeTrade Introduces Covert Algorithm For Dark Pool Order Executions]]></title>
<link>http://automatedtrader.net/algo-trading-news-701.xhtm</link>
<description><![CDATA[June 19, 2007 - EdgeTrade has announced the unveiling of Covert, a tool for institutional traders who seek to capitalize on the benefits of sending electronic orders to dark pools only.]]></description>
</item>
<item>
<title><![CDATA[EDGETRADE Issues White Paper on Fragmentation and Unprecedented Liquidity Opportunities though Smart Order Execution]]></title>
<link>http://automatedtrader.net/algo-trading-news-810.xhtm</link>
<description><![CDATA[September 10, 2007 - EdgeTrade today unveiled a white paper outlining causes and ramifications of market fragmentation.  The white paper, “From Fragmentation to FAN: Intersection of Reg NMS/MiFID, Dark Pools and Charting a Clear Path to Actionable Liquidity,” is authored by the firm’s CEO, Joseph Wald, and President, Kyle Zasky.  Smart order execution, a term EdgeTrade coined in 2005, is a next-generation algorithm designed to optimally and anonymously fill orders electronically through high-speed market connections, coupled with dynamically streaming and interactive quantitative, analytical and adaptive (to real time executions) methodologies.  Clients of EdgeTrade, of which there are more than 220, include hedge funds, mutual funds, asset management firms and broker-dealers in North America, Europe and the Far East.]]></description>
</item>
<item>
<title><![CDATA[Edgetrade Record of Executions in the Dark Continues to Outperform Industry Average]]></title>
<link>http://automatedtrader.net/algo-trading-news-891.xhtm</link>
<description><![CDATA[November 1st 2007 - EdgeTrade today disclosed that, between August and October, a daily average of 27.4% of clients’ executions were completed in dark pools through FAN, the firm’s smart order execution algorithm. This compares with a TABB Group estimate of 9.4% of all U.S. equity shares executed in the dark.]]></description>
</item>
<item>
<title><![CDATA[The Smart Money]]></title>
<link>http://automatedtrader.net/automated-trader-feature-927.xhtm</link>
<description><![CDATA[As MiFID opens the door to competition between equity trading venues in Europe, Chris Hall looks at how algorithmic trading will adapt to the new era of fragmented liquidity.]]></description>
</item>

</channel>
</rss>



