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Trading Strategies >> Research >> Definiton and History of Algorithmci Trading
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Message started by Rocco2008 on 01/03/09 at 14:20:25

Title: Definiton and History of Algorithmci Trading
Post by Rocco2008 on 01/03/09 at 14:20:25

Hello,

I am writing a paper on Algorithmic Trading and I am having a hard time finding the proper information or sources on a general definition of what is Algorithmic Trading and how it did develop!?

What I usually find in regards of the definition of Algorithmic Trading is, that it is the use of an algorithm to slice large orders and time the execution of the pieces to minimize implicit transaction costs. It is often interchangeably used with automated trading, program trading etc. The only problem is, that I don't find any reliable sources which I could dare to link to this definition.

Do you guys have any good sources, where I can get information about the definiton of algorithmic trading and about its history??

many tnx in advance,

Rocco

Title: Re: Definiton and History of Algorithmci Trading
Post by statstrader on 01/22/09 at 23:05:04

I mentioned in an alternate thread, to check out the book, "electronic and algorithmic trading technology, the complete guide," by kendall kim. One of the better explanations of what it is all about and its evolution IMO. Also, it is in sync with your 1st definition.