Transaction Processing White Papers

Testing Algorithmic Trading Strategies

Overview Algorithmic trading is defined as "Placing a buy or sell order of a defined quantity into a quantitative model that automatically generates the timing and size of orders based on the goals specified by the parameters and constraints of an algorithm". An algorithm describes a sequence of steps by which patterns in real-time market data can be recognized through various statistical analyses and responded to in order to detect trading opportunities in the market.

Further White Paper Details
PublisherAppLabs File FormatPDF
Date PublishedAugust 2007 Downloads14
FormatWhite Papers   
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