It is common, as a beginning algorithmic trader practising at retail level, to question whether it is still possible to compete with the large institutional quant funds. In this article I wo...
Algorithmic trading (also called automated trading, black-box trading, or algo-trading) uses a computer program that follows a defined set of instructions (an algorithm) to place a trade. The trade, i...
The design of trading algorithms requires sophisticated mathematical models backed up by reliable data. In this textbook, the authors develop models for algorithmic trading in contexts such as executi...