"And now, the news..." - pity you missed the profit

- Risk Staff
- 01 Apr 2007

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You've heard of VWAP, and TWAP. Now, prepare yourself for NWAP - that's news average weighted price and it is a measure becoming more popular among hedge funds as news agencies provide news feeds that algorithmic trading systems can read and react on in a matter of milliseconds.

And, as Richard Brown, Reuters Newscscope business manager explains, milliseconds do mean money.

the main players

Reuters launched Reuters Newsscope Archive in November - an archive of algorithm-readable news stories with

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