The algorithmic-trading tag has no wiki summary.
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0answers
135 views
Option vs Equity market-making strategies? [closed]
I need to implement a few "strategies" for a university project I am doing. The emphasis of the project is not on the strategies, but the technical (programming) means by which they are implemented.
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2
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3answers
494 views
How to distinguish between different types of algorithmic trading
Algorithmic trading involves the use of algorithms to optimally execute trading instructions. Then there are algorithms which initiate trades, based on various quantitative strategies (e.g. pairs ...
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2answers
240 views
Recover full tick data from missing tick data
Due to some economics/regime problem, I can only have access to non full-tick data from an exchange.
To make the problem precise, a full tick data $X$ is a series of $(t_i,p_i,v_i)$ for $0 \leq i ...
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4answers
495 views
Which brokers offer a Python stock trading API?
I would like to automate my trading strategies.
My strategies are not high-frequency and are written in Python.
I have a trading account in Interactive Brokers, and I know some non-official Python ...
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1answer
189 views
Target daily ROI for a market-making algorithm
I'm designing a market-making algorithm, I was wondering what a decent ROI / day would be to aim for in such a system?
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1answer
365 views
Calculating true value of a stock given the order-book and recent trades
I'm trying to calculate the 'true value' of a stock listed on an exchange. I have access to the limit order-book (containing all bid/ask quotes) and also all trades which have taken place (which ...
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2answers
873 views
What kind of return can an average algorithmic trading firm achieve today?
What kind of rate of return can an average, equities-focused algorithmic trading firm expect to achieve today?
I come from a background of control and optimization, working in the industry in China, ...
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1answer
218 views
Does Ito/Malliavin calculus have any applications helpful for direction based trading?
I'm an aspiring computer scientist who want to move into algorithmic trading at some point.
At the moment I'm mostly focusing on courses in machine learning/data analysis etc. but I've noticed that ...
4
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1answer
225 views
What is a good source to learn the different nuances of electronic orders and their nature?
Today I was speaking with someone involved in high frequency trading. They were mentioning hidden orders, queue positions (which can be lost in the orderbook based on certain order modifications), ...
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2answers
324 views
Is it already possible to do automated trading from your room? [closed]
Just curious. Automated trading using computer software. Parse market data and place orders automatically through a computer program running in your machine. Is it possible to do that as an individual ...
