Areas to Enhance Algo Strategies

Four areas companies are looking to enhance their smart algo strategies:

  1. Order book dynamics – e.g. looking at both side of book (bid/ask)
  2. Past Trade Activity – past returns, past trade activity, arbing off this data from both a latency and statistical approach
  3. Correlations in and across asset classes – e.g. indices and ETF’s.
  4. Market structure dyanmics

~ by mdavey on April 18, 2013.

One Response to “Areas to Enhance Algo Strategies”

  1. Reblogged this on Carl A R Weir's Blog and commented:
    There are more but this is a good start

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s

%d bloggers like this: