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Home > Documents > ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

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smaller blocksare

large blocks of shares

complex algorithms

6

ALGORITHMICTRADING 07/02/12

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Page 1: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

ALGORITHMICTRADING

07/02/12

Page 2: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

S&P 500 Futures Daily

chart

Page 3: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

DON’T PANIC

Page 4: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

Definition of

“Algorithmic Trading”

A that utilizes very advanced for making in the .

The strict rules built into the model attempt to determine the optimal time for an order to be placed that will cause the least amount of impact on a stock's price. Large blocks of shares are usually purchased by dividing the large share block into smaller lots and allowing the complex algorithms to decide when the smaller blocks are to be purchased.

trading systemmathematical models transaction decisions

financial markets

Page 5: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

Trading strategies

Page 6: ALGORITHMICTRADIN G 07/02/12. S&P 500 Futures Daily chart.

Trading Strategies• Trend following• Pair trading

• Delta neutral strategies• Arbitrage

• Mean reversion• Scalping

• Transaction cost reduction• Strategies that only pertain to dark pools

• Market making• Statistical arbitrage• Event arbitrage

• etc…

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