This article just gives a background of algo trading and how it can be used.
Key Points
73% of U.S. equity volumes
Challenges of Quantity/Quality of Data
Trade Execution
AT System Components:
-Data access/cleaning
-Pre-trade analysis
-Trading signal generation
-Trade Execution
-Post-trade analysis
Citation
Treleaven, Philip, et al. “Algorithmic Trading Review.” Communications of the ACM, vol.
56, no. 11, 2013, pp. 76–85., https://doi.org/10.1145/2500117.
Title
Algorithmic Trading Review
URL
https://cacm.acm.org/magazines/2013/11/169035-algorithmic-trading-review/fulltext
Summary
This article just gives a background of algo trading and how it can be used.
Key Points
73% of U.S. equity volumes Challenges of Quantity/Quality of Data Trade Execution AT System Components: -Data access/cleaning -Pre-trade analysis -Trading signal generation -Trade Execution -Post-trade analysis
Citation
Treleaven, Philip, et al. “Algorithmic Trading Review.” Communications of the ACM, vol. 56, no. 11, 2013, pp. 76–85., https://doi.org/10.1145/2500117.
Repo link