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EQ International Publications

Consistent with its purpose of improving execution quality, EQ produces occasional research notes on its quantitative approach to execution in global equities markets.

All EQresearch is fully available to EQclients, whilst some research is broadly available.

EQ Research

EQresearch highlights depth of EQ expertise

Like its algorithmic trading, EQresearch is a natural extension of EQ's vast quantitative experience and execution expertise.

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EQinsight
Execution Research
29 July 2008	EQvalueAddedRisk highlights distribution of expected outcomes for VWAP orders EQinsight is a series of reports which provides some insight into the analytics available from EQdata which is updated for each EQstock after each trading day. EQvalueAddedRisk is a measure of the distribution of expected outcomes when executing an order against a benchmark. EQvalueAddedRisk for VWAP orders is examined using analytics from EQUATOR, our algorithmic execution engine.	71Kb
Execution Quality
EQUATOR
10 Aug 2006	EQvolumeCurves highlight differences in intraday trading patterns between stocks An important factor in any VWAP algorithmic strategy is predicting the shape of a stock's intraday volume pattern known as its volume curve. Volume curves are different for each stock with some stocks showing morning-bias and others an afternoon-bias. The EQvolumeCurves of ANZ and BHP are compared. An EQvolumeCurve for each EQUATOR stock is produced daily.	51Kb
Execution Themes
18 May 2006	Traders Dilemma casts shadow across emerging execution themes A shifting regulatory environment and technological advances are combining to increase execution efficiency, with emerging themes being Best Execution, Unbundling, DMA, Algorithmic Trading and TCA. However, the traders dilemma casts its broad shadow across each theme.	48Kb