OnePipe Algo Gets Upgrade
Traders Magazine, April 2011
Continuing their four-year partnership, broker-dealers Weeden & Co. and Pragma have overhauled their OnePipe liquidity aggregation algorithm, designed to find more block liquidity and to increase fill rates. The latest iteration of the algorithm, OnePipe 3.0, helps the buyside find more liquidity, either dark or displayed, by monitoring real-time changes in a security's availability in the market.
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