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Trading Strategies >> Research >> Modelling Algorithmic Trading Strategis for Equity
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Message started by Pankaj Kumar on 08/27/09 at 08:34:38

Title: Modelling Algorithmic Trading Strategis for Equity
Post by Pankaj Kumar on 08/27/09 at 08:34:38

My PHD title is Modeling Algorithmic Trading Strategies for Equity Market Microstructure. It is in very initial stage, I am much into reading phase only.I am trying to model following strategies

implementation shortfall by balancing impact cost and price risk while sourcing liquidity
Dynamic Volume Participation,
customize a number of order parameters for
each trade

I will be really obliged if expert pls let me know some more strategis that is very important in the current scenario.

Any critic comment about the topic is very invited.