Automated trading strategies

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

  1. dealmaker


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


    @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


    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?)