Search Results
| Search type | Search syntax |
|---|---|
| Tags | [tag] |
| Exact | "words here" |
| Author |
user:1234 user:me (yours) |
| Score |
score:3 (3+) score:0 (none) |
| Answers |
answers:3 (3+) answers:0 (none) isaccepted:yes hasaccepted:no inquestion:1234 |
| Views | views:250 |
| Code | code:"if (foo != bar)" |
| Sections |
title:apples body:"apples oranges" |
| URL | url:"*.example.com" |
| Saves | in:saves |
| Status |
closed:yes duplicate:no migrated:no wiki:no |
| Types |
is:question is:answer |
| Exclude |
-[tag] -apples |
| For more details on advanced search visit our help page | |
Results tagged with algorithmic-trading
Search options answers only
not deleted
user 1355
Algorithmic trading has two meanings: - the process of taking in inputs such as market data, current news, and producing orders without human intervention. - the process of optimising the trading of a large order or the market making process.
4
votes
Accepted
Algo's Shadowing Limit Orders
There's nothing nefarious going on here, it's simply a market maker ensuring they get their fair share (Hah!). Pro-rata allocation at many options exchanges mean market makers simply have to match you …
- 5,517
3
votes
Real-time & Fast S&P 500 E-Mini Futures (ES) Data
Another DTN product, Nanex NxCore is a very good choice for a high-quality "retail" feed. It will suffer from the standard latency issues of transporting the feed across the internet, but it is likely …
- 5,517
4
votes
Accepted
Why is random trading minus transaction costs not zero expected value?
Assuming the following:
You consider bid/ask spread to be a transaction cost.
That you're interested in passive trading since you mentioned adverse selection.
As a random passive trader you simply p …
- 5,517
3
votes
Accepted
How is the Order priority of an Iceberg order decided?
No. 10 shares from Order1 have time priority. The 100 shares of Order2 will trader after 10 from Order1. The 90 hidden shares of Order1 are hidden, and therefore at the back of the queue. When they li …
- 5,517
3
votes
Cross Bid and Ask prices for Forex trading
Where are you sourcing your data from? In the equities markets you will see crossed/locked markets at the NBBO if consuming direct feeds from each venue. You typically will not see it at a specific ve …
- 5,517
1
vote
Accepted
Distinguish between market makers and other participants?
It's got nothing to do with you being identified as a market maker or not. It is simply that the other participants at that time are passive traders. The choice between hitting a bid or lighting a new …
- 5,517
4
votes
Techniques to optimize the placement of orders in market making strategy?
It sounds like you're trying to filter your input event stream so as to reduce noise. By reducing noise you'll reduce the number of cancel/replace's you're doing and, hopefully, have a better order-to …
- 5,517
2
votes
Accepted
Which brokers offer a Python stock trading API?
I know of no broker that provides an official, supported Python API. If you are at Interactive Brokers you can consider using their FIX gateway, but that comes with additional cost. QuickFix provides …
- 5,517
1
vote
Accepted
adjusted close prices on SP500
Adjusted series are cumulative of all events that happen after the date. Meaning, if you look at the prices on 2009-09-30, the adjusted close represents all corporate actions that happen after this da …
- 5,517