|
Algorithmic Trading
< Previous Next >
Re: Algo names
michael berezetsky / Credit Suisse <>
6 Mar 2008 9:38AM ETFollowing site lists some of the Algos and gives brief info regarding "name" -> "functionality" mapping ( not without marketing "ques", but still...)
http://www.advancedtrading.com/directories/dark-algorithms
You might find it useful for starting more detailed research. In general, i agree - there should be more direct relation between algo's target strategy and its name.
One should prefer names like Linux kernel 2.4.x over the meaningless "Vista" :-)
> > All these names show the aggresiveness of the strategy. Can someone
> > write one line definition for each of the strategies mentioned here.
> >
> Not really the point....
>
> After a while the whole range of "sniper" "covert", "stealth", "hunter-
> killer" starts to merge into one long list of silly names that bear no
> meaning to a buy-side dealer who is trying to work out how to deal a large-
> ish amount of an illiquid German mid-cap stock.
>
> My point really is, drop the silly marketing names and make the names
> align with the functionality offered by the algo.
Algo names John Greenan / http://www.alignment-systems.com 27 Feb 2008 11:40AM ET Re: Algo names Regis Dubois - HotBridge Ltd / HotBridge Ltd 27 Feb 2008 11:50AM ET Re: Algo names John Greenan / http://www.alignment-systems.com 27 Feb 2008 11:57AM ET Re: Algo names John Greenan / http://www.alignment-systems.com 5 Mar 2008 3:41AM ET Re: Algo names
michael berezetsky / Credit Suisse 6 Mar 2008 9:38AM ET Re: Algo names jim whitehead / Fidessa Latent Zero 13 Mar 2008 4:58AM ET Re: Algo names Richard Labs / CL&B Capital Management, LLC 13 Mar 2008 11:31AM ET
|
