O'Reilly logo

The Science of Algorithmic Trading and Portfolio Management by Robert Kissell

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 1

Algorithmic Trading

This chapter introduces readers to algorithmic trading. We provide a description of the electronic trading environment and discuss issues required to make proper algorithmic trading decisions. We present and critique the major theories of algorithmic trading, and provide further insight into where change may continue to expand. We describe the current state of trading algorithms (both single stock and portfolio algorithms) and provide a classification system to assist investors and buy-side traders navigate the ever-changing algorithmic landscape. The chapter ends with a discussion of the recent market changes that have been accompanied with algorithmic trading.

Keywords

algorithms; High Frequency Trading (HFT); Volume ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required