November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Positions and profit and loss (PnL) management
Orders that get executed cause market participants to have positions in the instrument that they got executed, for the amount the order executed, and at the price of the execution (limit orders can match at better prices than they were entered for, but not worse). A buy side execution is called having a long position, while a sell side execution is called having a short position. When we have no position at all, this is referred to as being flat. Long positions make money when market prices are higher than the price of the position, and lose money when market prices are lower than the price of the position. Short positions, conversely, make money when market prices go down from the price of the ...
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