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Algorithmic Trading
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Re: Algo names
jim whitehead / Fidessa Latent Zero <> 13 Mar 2008 4:58AM ETThats an interesting site, is it naive of me to think that it may be a good idea to have an area which consolidates this kind of information within the FPL website?
> Following 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
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