Automated trading strategies

Discussion in 'Automated Trading' started by dealmaker, Nov 23, 2018.

  1. dealmaker

    dealmaker

    ""
     
    shatteredx likes this.
  2. sle

    sle

    Not exactly surprising figures considering that every HF market-maker is an "automated strategy" and thus, even if every longer-term trader was discretionary, it would right compose 50 percent of the volume. If you exclude all intra-day strategies (i.e. HFT, execution algos etc), these figures would look more sane.
     
    comagnum and dealmaker like this.
  3. jnbadger

    jnbadger

    Hasn't this been the case for a long time?
     
    d08 likes this.
  4. qlai

    qlai

    Bogus. Every broker provides a smart route, is that an algo strategy? If I send peg order, is that an algo? Do I need a paper ticket for it to be non algo?
     
  5. d08

    d08

    @qlai, good point. Even more if you use an algo order (CSFBAlgo for example) on a broker like IB but initiate it manually, I'm quite certain it will register as automated.
    That said, I think the stats are correct. The fact is machines can do this at 1000 times efficiency and tirelessly.
     
  6. Grentez

    Grentez

    Pretty interesting information, and I would even say you can try, but I’m interested in a few facts, how long does it work, and did you use this system yourself?)