Standard futures algorithms definitions

Discussion in 'Automated Trading' started by covered_call, Dec 2, 2008.

  1. Does anyone have a resource for all of the standard trading algorithm definitions? I can understand VWAP (Volume Weighted Average Price) but how do they come up with that and what are all the others about (Slicer?, etc).
     
  2. RPG

    RPG

  3. Thanks! Do you use the barclays front end for futures algorithms?
     
  4. RPG

    RPG

    not yet, we maybe in the near future though. I'm meeting with them tomorrow.
     
  5. How did your meeting with Barx go? Any new algos worth noting?