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Modelling Algorithmic Trading Strategis for Equity (Read 3473 times)
Pankaj Kumar
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Modelling Algorithmic Trading Strategis for Equity
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.
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