November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Execution logic
Another key component of algorithmic trading is quickly and efficiently managing orders based on signals in order to gain an edge over the competition. It is important to react to changing market data, changing signal values in a fast but intelligent manner. Oftentimes, speed and sophistication are two competing goals, and good execution logic will try to balance the two objectives in an optimal manner. It is also extremely important to disguise our intentions/intelligence from other market participants so that we get the best executions possible.
Remember that other market competitors can observe what orders are sent to the exchange and assess the potential impact it might have, so this component needs to be intelligent enough ...
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