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Algorithmic Trading
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Latency sensitive algorithmic trading strategies
Marc Battyani / HPC Platform <>
19 Jun 2008 9:01AM ETHi,
We are looking for algorithmic trading strategies which depends on low latency to perform well. Obviously all strategies depend more or less on the latency but we are looking for the most dependent ones.
On a related topic is there a finite (and preferably small ;-) subset of operations that are used as a common basis for all or most of the existing strategies?
For instance filters like moving vwap, thresholds, variance or other real time indicators.
We already made some benchmarks for an "hidden" strategy but we would like to investigate other ones too.
Marc
Latency sensitive algorithmic trading strategies
Marc Battyani / HPC Platform 19 Jun 2008 9:01AM ET
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