Algorithmic Trading

Authors:
Giuseppe Nuti;Mahnoosh Mirghaemi;Philip Treleaven;Chaiyakorn Yingsaeree
Affiliations:
UK Centre in Financial Computing, London;UK Centre in Financial Computing, London;UK Centre in Financial Computing, London;UK Centre in Financial Computing, London
Venue:
Computer
Year:
2011

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Abstract

In electronic financial markets, algorithmic trading refers to the use of computer programs to automate one or more stages of the trading process: pretrade analysis (data analysis), trading signal generation (buy and sell recommendations), and trade execution. Trade execution is further divided into agency/broker execution (when a system optimizes the execution of a trade on behalf of a client) and principal/proprietary trading (where an institution trades on its own account). Each stage of this trading process can be conducted by humans, by humans and algorithms, or fully by algorithms.