algorithmic trading strategies

Financial Markets – Electronic Markets
Not too long ago, going to a stock market meant you would meet lots of new people who were energetically shouting, running around, and making a mess with great quantities of paper. No more. Visiting a financial market now is more like visiting a telephone exchange. Computers and network gear [...]

Nerds on Wall Street Forward by Ted Aronson
Quantitative finance is not a topic usually associated with laughter. That is about to change with the publication of Nerds on Wall Street.
I was first exposed to Dave Leinweber’s wit when he delivered a speech entitled “Nerds on Wall Street.” I believe the event happened 20 or 25 [...]

Introduction to “Nerds on Wall Street“
I hope people think of this book as sort of a Hitchhiker’s Guide to Wired Markets. There are no robots parking cars for six million years, but there are robots trading millions of shares in six milliseconds, so maybe that’s close enough.
In 2006, I got a call from another nerd [...]

Algorithmic Trading Strategies and Automated Stock Trading
“How about a nice game of chess?” — WOPR computer in “War Games”
There used to be two market structures for U.S. equity traders to contend with: the NYSE (for listed stocks) and NASDAQ. Recent counts put the number at roughly 40. Many are sources of dark liquidity, which sounds [...]