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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

Signal decay due to absence of leading participants

A lot of trading signals capture specific market participant behavior and predict future market price moves. A simple example would be trading signals that try to detect order flow coming from high-frequency trading participants and use that to get a sense of what portion of available liquidity is from very fast participants with the ability to add and remove liquidity at prices very fast, sometimes faster than other participants can react and trade against.

Another example would be trading signals trying to capture participant behavior in related markets, such as cash markets or options marketsto gain an advantage in other related markets, such as futures markets, for similar trading ...

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Publisher Resources

ISBN: 9781789348347Supplemental Content