Skip to Content
Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

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 ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.
Start your free trial

You might also like

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems

Irene Aldridge
Developing High-Frequency Trading Systems

Developing High-Frequency Trading Systems

Sebastien Donadio, Sourav Ghosh, Romain Rossier

Publisher Resources

ISBN: 9781789348347Supplemental Content