Welcome, Guest. Please Login or Register
Algorithmic Trading Forum
 
  HomeHelpSearchLoginRegister  
 
Pages: 1
Send Topic Print
Algorithmic and Smart Order Execution / Dark Pools (Read 12249 times)
Abyd Adhami
Newbie
*
Offline

I like this forum!

Posts: 3
UK
Algorithmic and Smart Order Execution / Dark Pools
07/08/08 at 12:43:54
 
Hi all,

This is my first post. I am a Java Developer working at an Investment Bank in the UK and currently half way through a 2yr research Masters in Algorithmic/Smart Order Execution Systems (within non-displayed liquidity -Dark Pools).

I shall be contributing to this forum with thoughts, design and code from the research I am currently doing.

Let me know if there is any interest for this here so that I can share more of this to you all!

cheers
Abyd

P.S. Following is a quick overview of the work:

This project will explore, outline and develop a multi agent system for intelligent execution of client buy/sell orders in non-displayed financial venues (dark pools). In particular, the project will focus on developing an efficient and adaptive system that can intelligently seek hidden liquidity in the dark pools and optimally fulfil order flows.  The use of smart or intelligent agents for order execution in this area presents a rapidly evolving landscape within the financial and investment industry today.
Back to top
 
 
  IP Logged
Co0olCat
Forum Moderator
*****
Offline



Posts: 128

Gender: male
Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #1 - 07/08/08 at 12:47:50
 
Hi Abyd,

Thank you for your post. Your contribution is more than welcome. This is the right place to discuss it with right people  :)

Regards,
T.
Back to top
 
 

"Yesterday is history. Tomorrow is a mystery. But today is a gift, and that is why it's called the present."
WWW timuryusupov   IP Logged
zoumenou
Newbie
*
Offline

I like this forum!

Posts: 1

Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #2 - 09/06/08 at 01:57:58
 
Hello
thank you for helping us
Back to top
 
 
  IP Logged
will
Newbie
*
Offline

I like this forum!

Posts: 8

Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #3 - 12/16/08 at 23:48:03
 
I am also researching in Algo Trading, especially algorithmic trading execution. But I am very consufed. There is little papers in the literature talking about trade execution.

Several questions:

In what kind of market do you search hidden liquidity?

How do you search for hidden liquidity?

Thanks.

Back to top
 
 
  IP Logged
will
Newbie
*
Offline

I like this forum!

Posts: 8

Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #4 - 04/18/09 at 22:59:05
 
Agent-based modeling is very popular now.  Artificial financial market has been built using this technique.  

have you ever tried combine agent based technique with trade execution? thanks
Back to top
 
 
  IP Logged
Vinny
Newbie
*
Offline

I like this forum!

Posts: 1

Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #5 - 05/04/09 at 20:09:52
 
Hi Abyd,

I am writing on the same topic and focusing on fx and fi markets instead. We should definitely exchange thoughts and ideas.

Kind Regards,
V
Back to top
 
 
  IP Logged
Abyd Adhami
Newbie
*
Offline

I like this forum!

Posts: 3
UK
Re: Algorithmic and Smart Order Execution / Dark Pools
Reply #6 - 01/12/11 at 12:05:41
 
Hi again,

My research is finished and would like to share here. Research in adaptive Smart Order Routing systems within non-displayed trading venues, Dark Pools.

My research work/thesis is published at the Edinburgh University website here:

http://www.inf.ed.ac.uk/publications/thesis/online/IT100916.pdf


Abyd
Abdul (Abyd) Adhami
Back to top
 
 
  IP Logged
Pages: 1
Send Topic Print