VI4 - Trading Strategies

For the month of March we published a test brief, “Beating VWAP on a large order of DELL Stock,” trading 500,000 shares or approximately 2% of the average daily volume of Dell Inc. (NASDAQ:DELL).
We used the VI4 engine with the priority switch set for “order completion” and achieved the following results:
Beat VWAP on 17 out of […]

Today we published a paper titled “Systematically Beating VWAP on Large Canadian Baskets” (click on the title to download), which deals with the exercise of utilizing the VI4 algorithms for achieving a “better than VWAP” execution benchmark.
Based upon the results detailed below, for the combined tests, an average 74% or 44 of the 60 names […]