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 ...

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 ...

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 ...