Algorithmic Trading Group Forum - Algorithmic and Smart Order Execution / Dark Pools

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Algorithmic and Smart Order Execution / Dark Pools (Read 19707 times)

Abyd Adhami

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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.

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Co0olCat Forum Moderator Offline Posts: 128 Gender:	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.
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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
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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.
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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
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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
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Abyd Adhami

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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

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