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I develop algorithmic trading stategies (Read 9589 times)
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I develop algorithmic trading stategies
11/05/08 at 13:48:13
 
My firm Occam Research & Trading develops systematic/algorithmic trading strategies. I am flexible on trading frequency and instruments. I can develop a strategy or help you research your trading ideas.

www.occamresearchandtrading.com
info@occamresearchandtrading.com

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will
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Re: I develop algorithmic trading stategies
Reply #1 - 12/17/08 at 00:37:21
 
I am doing research in Algo. I am confused the definition of Algo.

Does it mean computerized algorithmic execution minimizing market impact (VWAP etc.)
or
algorithmic automatic technical trading chasing for profit (sniper trading etc.) in the industry ?  thanks
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Re: I develop algorithmic trading stategies
Reply #2 - 12/17/08 at 11:26:41
 
will, you hit the spot!

Looks like both definitions are correct. With automated trading strategies people tend to use shorter time-frames. It is less risky, price is easier to predict and performance is easier to demonstrate while doing 100 trades a day rather then one a month.

But when you go to shorter time frame your profits depend more on optimal execution and transaction costs likewise increase. Also, additional market edge you can get by executing quicker than others. It is then natural to assume that automated traders will put some additional efforts into it.
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will
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Re: I develop algorithmic trading stategies
Reply #3 - 12/17/08 at 15:24:26
 
Thanks Yury. Another question.

So, how automatic traders in industry execute orders in shorter time frames while minimizing cost to get more profits?

During several months researching on this algorithmic execution, I get so confused. As price is easier to predict and performance is easier to demonstrate in shorter time-frames, does it make sense for me to spend time doing research on the execution?
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Re: I develop algorithmic trading stategies
Reply #4 - 12/17/08 at 17:37:44
 
I am not an expert on algo trading yet and should be very careful as to advise anything. What does your supervisor advise? If he/she is not much help then I sort of don't understand how it all works.

I would assume obtaining data for optimal execution strategies research might be very difficult and the amounts of data might be very large. But perhaps, you can get free access as a student.

On the other hand, it looks like optimal execution can be more practical in terms of immediate employment rather than prop trading, but again - not 100% sure.

Coolcat or Algo Designer are more suitable people to ask.
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Re: I develop algorithmic trading stategies
Reply #5 - 12/19/08 at 00:39:31
 
I think we should ask AlgoDesigner. He can give us an expert answer
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Re: I develop algorithmic trading stategies
Reply #6 - 12/22/08 at 00:49:29
 
will wrote on 12/17/08 at 00:37:21:
I am doing research in Algo. I am confused the definition of Algo.

Does it mean computerized algorithmic execution minimizing market impact (VWAP etc.)
or
algorithmic automatic technical trading chasing for profit (sniper trading etc.) in the industry ?  thanks


In my opinion, it is both. To give you an example, a trading trading strategy can chase short-term trends and correlation to make profit but at the same time randomise the order quantity and use other techniques to minimise market impact.

I would argue that any automated order placement that involves some intelligence (expressed as an algorithm) can be construed to be algorithmic trading.
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