Pragma released Pairs 2.0, a rewrite of its existing pairs algorithm, and a conditional orders algorithm to source large blocks. The company provides an algorithm suite and platform to financial firms ...

This is a preview. Log in through your library . Abstract The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array ...

The conditional order type is a useful and efficient tool for sourcing block liquidity. In this paper, we seek to provide more clarity on conditional order function and the benefits in the context of ...

Much work has focused on developing exact tests for the analysis of discrete data using log linear or logistic regression models. A parametric model is tested for a dataset by conditioning on the ...