Institutional Orders

Discussion in 'Trading' started by jellob, May 18, 2008.

  1. jellob


    How are institutional orders executed? I always thought that funds would want their orders filled within a range. However, market profile do suggest chasing, by claiming that institutional orders are coming in when the price breaks the intitial high or low. Can some one clarify for me? Thanks!
  2. jellob


    I am writing a trend-trading program. It works best when the stock is trending for the entire day which suggests chasing. Some stocks make a lot of money, consistently over six months, and some lose a lot. So my thinking is that it has to with stock selection, but so far I am having a hard time determining the selection criteria.

    I have thought about using earning surprises, since many funds do not like to be caught on the wrong side of surprises, but I don't know how to test that extensively.