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414
bio website filled.for.a_badge
location Istanbul, Turkey
age 32
visits member for 3 years, 10 months
seen Feb 4 at 15:53

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Feb
22
awarded  Supporter
Feb
18
asked How fast is QuickFix ?
Feb
17
awarded  Scholar
Feb
17
accepted What approaches are there to order handling in automated trading?
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: I mean rather programatically, not manually.
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: I see. So spesifically for my scenario described above, what would you expect from a trading platform besides a UI to enable you to change some of a large number of orders selectively?
Feb
17
comment What approaches are there to order handling in automated trading?
@chrisaycock: Let's say the user is executing a VWAP strategy. In the last minute of a 30 minutes period, if the strategy falls behind its target volume, the user may want to rush things and adjust some of the early partially filled orders allowing them filled at current merket price by proper writing code. Iterating over the all orders entered in that strategy is the only thing comes to my mind. How do the trading institutions handle these type of situations at runtime? Or do they provide a UI that user can play with the orders manually?
Feb
15
comment Digital Signal Processing in Trading
@stephenw: I have removed that part but have you googled "hilbert sine wave" and seen the results?
Feb
15
revised Digital Signal Processing in Trading
deleted 25 characters in body; edited tags; edited title; added 1 characters in body
Feb
15
asked Digital Signal Processing in Trading
Feb
13
asked What approaches are there to order handling in automated trading?
Feb
8
awarded  Editor
Feb
8
awarded  Student
Jan
31
awarded  Autobiographer