Talk:Algorithmic trading

message: This article should be expanded to include various strategies and techniques used to implement algorithmic trading, i.e. stat arb, VWAP, etc. AT has really taken off in the past few years and there's a lot to talk about. Anybody? Ronnotel 23:03, 29 December 2005 (UTC)
thread_title: strategies and techniques

message: Dear all,
I was dissatisfied with the previous article and have followed the precept be bold  WP:BB but hope I haven't been too bold or too close to the line of OR WP:NOR.  All input, corrections, etc. are welcomed.  Pdek 09:16, 19 April 2007 (UTC)
thread_title:  Any input appreciated 

message: The article cited to the Iran Daily (I moved it to footnote number 2) looks very good - but I guess the source is incomplete - maybe it orginally came from Bloomberg?  Does anybody know the original source?  Smallbones 16:11, 8 May 2007 (UTC)
thread_title:  Iran Daily article 

message: I added a new section on communicatons standards for algo order types. This is a timely area as algorighmic trading goes more mainstream and the whole business becomes more standarizeds. 
Input, corrections, etc. most welcomed. 
--Rick 19:05, 28 July 2007 (UTC)
thread_title:  communication standards 

message: I demoted the following to an External Link, but may remove it entirely - since I couldn't find any podcasts.  It looks like a good idea, no advertising to speak of, but if I can't figure out where the content is ....  Smallbones 13:06, 12 October 2007 (UTC)
replies: text: reformated the above, but not sure of its relevance (spam?).  should probably delete. Smallbones (talk) 15:27, 5 January 2008 (UTC)
thread_title:  Podcast section??? 

message: Podcasts and audio resources for the visually impaired
A series of spoken interviews with experts on Algo Trading from the major banks, free to access
Could using clever programming be used to control inflation?
http://kheper.net/essays/Transfinancial_Economics.html  —Preceding unsigned comment added by 195.188.183.89 (talk) 14:06, 5 January 2008 (UTC)
thread_title: TRANSFINANCIAL ECONOMICS PROJECT

message: There is a difference between Algorithmic Trading and Black-Box Algorithmic Trading. Algorithmic Trading means using Algorithms for trading, and Black-Box Algorithmic Trading means Proprietry Mathematical Complex Algorithmic System to predict markets with accuracy. One of the Top Inventors of the Black-Box Algorithmic Trading System is TradeMiracle ....  AlgoTrader 13:06, 11 January 2008 (UTC)
replies: text: Looks like an advertisement. It think it's better to delete this comment. Enerjazzer (talk) 04:00, 3 September 2009 (UTC)
thread_title:  BLACK-BOX ALGORITHMIC TRADING SYSTEM 

message: I'm a headhunter, and clients share with me the skills used in this area. Due to both confidentiality and the wikipedia "no original research" rule, I can't use these conversations, but I can point to job ads that show (for instance) that signal processing, filtering techniques like Kalman, etc are important.
But this begs the question of whether job ads are good enough sources ?  —Preceding unsigned comment added by DominicConnor (talk • contribs) 15:10, 18 February 2010 (UTC)
thread_title:  Techniques used 

message: In the introductory passage there is a sentence One of the main issues regarding high frequency trading is the difficulty in determining just how profitable it is. What does it mean? Well, I can understand that it may be difficult to determine the profitability of high frequency trading, by why is it a main issue? Note also that this is an article on algorithmic trading generally, not specifically high frequency trading. Furthermore, this confusing sentence is followed by another one about the income generated by some 300 hedge funds and other participants. I have no idea what to say about this amount --- is it a lot of money or not. Also anyway, if we have this number available, then why is it a difficulty to determine the profitability of HFT? 
Commentor (talk) 14:59, 17 August 2010 (UTC)
thread_title:  Weird phrase 

message: I question the validity of this statement.  I believe that the overall market had many other days in which the market "crashed" by larger numbers and percentages.  For example, the crashes associated with Long Term Capitol Management, 911, the Asian Tigers, and the Depression were all higher as I recall. 24.49.38.184 (talk) 16:12, 10 May 2011 (UTC)
thread_title: "...largest point drop to date [?]"

message: The references in this section don't appear to back up the list, also a quick search brings up no results for any of the names in the list... — Preceding unsigned comment added by 152.78.41.248 (talk) 13:04, 23 October 2012 (UTC)
thread_title:  Algorithms 

message: As an example of trend following, I added a note linking a site (ts.inrim.it) that implements a historically famous trend follower, the "Turtle Trading System". The site also exposes some pages about algorithm details, it has no advertsing, nor direct or indirect. The link was soon deleted. It is not clear to me, why such a link can be not compatible with wikipedia rules. Any explanation is welcome.--Igitus (talk) 16:21, 3 December 2012 (UTC)
thread_title:  Trend Following 

message: I moved the following links here from the External Links section. These could make good sources for the article but are inappropriate for the EL section:
* Automated Trader Magazine: Algorithmic Trading definition and reference
* The New Financial Industry, Alabama Law Review
*  What is a Trading System?
* Advanced Trading Magazine: Algorithmic Trading Resource Center Advanced Trading Magazine
* Motley Fool definition and references for Algorithmic Trading
* BusinessWeek.com – SEC Risks Harm With High-Frequency Trading Curbs, CME CEO Says
* Findings Regarding the Market Events of May 6, 2010, Report of the staffs of the CFTC and SEC to the Joint Advisory Committee on Emerging Regulatory Issues, September 30, 2010
* The Flash Crash: The Impact of High Frequency Trading on an Electronic Market, Andrei A. Kirilenko (Commodity Futures Trading Commission) Albert S. Kyle (University of Maryland; National Bureau of Economic Research (NBER)) Mehrdad Samadi (Commodity Futures Trading Commission) Tugkan Tuzun (University of Maryland – Robert H. Smith School of Business), October 1, 2010
* Regulatory Issues Raised by the Impact of Technological Changes on Market Integrity and Efficiency, Technical Committee of the International Organization of Securities Commissions, July, 2011
Jojalozzo 00:09, 1 November 2014 (UTC)
thread_title:  Extraneous links 

message: Not sure I agree with a redirect from "Trading System" as per from this page -> https://en.wikipedia.org/wiki/Trading_turret  — Preceding unsigned comment added by Furrypop (talk • contribs) 10:56, 3 February 2015 (UTC)
thread_title:  Erroneous redirect 

message: The definition of financial "investment" as I understand it amounts to purchasing securities for capital gains and/or intervening income (dividends, interest, et cetera). 
I cannot square how market-making would constitute an investment strategy, since the primary source of gains are the bid/offer spread (and Volcker would agree here). Arbitrage likewise involves the simultaneous purchase and sale of the same "asset" (at different venues or packaged differently), so again, post sale, there's no "investment" return. I understand "inter-market spreading" as cross-market arbitrage activities, so the same interpretation applies.
One can invest in a market-making business or a prop trading business that engages in arbitrage, but I cannot see how anyone could consider activities that involve risk exposures primarily measured in in microseconds to hours to be "investing". See e.g. CNBC: The Difference Between Investing and Trading and Fool: Warren Buffett tells you the difference between stock trading and investment
Afekz (talk) 08:19, 22 May 2015 (UTC)
thread_title:  "Investment" strategies 

message: Hello fellow Wikipedians,
I have just modified  on Algorithmic trading. Please take a moment to review my edit. If you have any questions, or need the bot to ignore the links, or the page altogether, please visit this simple FaQ for additional information. I made the following changes:
*Added archive https://web.archive.org/web/20100503100422/http://www.tempelhove.de:80/en/scientific-publications-topmenu-68/39-year-of-2003/126-sornette-2003-critical-market-crashes to http://www.tempelhove.de/en/scientific-publications-topmenu-68/39-year-of-2003/126-sornette-2003-critical-market-crashes
*Added archive https://web.archive.org/web/20091007214549/http://www.ftknowledge.com:80/pma/brochures/Trading%20with%20the%20help%20of%20guerrillas%20and%20snipers.pdf to http://www.ftknowledge.com/pma/brochures/Trading%20with%20the%20help%20of%20guerrillas%20and%20snipers.pdf
*Added archive https://web.archive.org/web/20100716214602/http://www.afajof.org/afa/forthcoming/6130p.pdf to http://www.afajof.org/afa/forthcoming/6130p.pdf
When you have finished reviewing my changes, please set the checked parameter below to true or failed to let others know (documentation at ).
Cheers.—InternetArchiveBot (Report bug) 04:49, 9 October 2016 (UTC)
thread_title:  External links modified 

message: Hello fellow Wikipedians,
I have just modified 3 external links on Algorithmic trading. Please take a moment to review my edit. If you have any questions, or need the bot to ignore the links, or the page altogether, please visit this simple FaQ for additional information. I made the following changes:
*Corrected formatting/usage for http://www.tempelhove.de/en/scientific-publications-topmenu-68/39-year-of-2003/126-sornette-2003-critical-market-crashes
*Added archive https://web.archive.org/web/20130729192302/http://www.crsp.com/images/Reprint_Feb_Mar11MornignstarConversation_color.pdf to http://www.crsp.com/images/Reprint_Feb_Mar11MornignstarConversation_color.pdf
*Corrected formatting/usage for http://www.ftknowledge.com/pma/brochures/Trading%20with%20the%20help%20of%20guerrillas%20and%20snipers.pdf
When you have finished reviewing my changes, you may follow the instructions on the template below to fix any issues with the URLs.
Cheers.—InternetArchiveBot (Report bug) 14:58, 1 July 2017 (UTC)
thread_title:  External links modified 

message: Shouldn't there be some discussion of "Legality" here?  Especially in sections like the "Spoofing" section, there have been high-profile cases where people have been charged and/or convicted of this and sent to jail.  People should do their own homework and have some ethics, but if we can avoid a situation where a 17-yr-old computer nerd might not go to jail if only there had been a Wiki section on 'Legality' to make him think twice, perhaps that would be a good thing and is HIGHLY relevant to this article when some of these tactics are legal, and others are not.  It can be confusing to mix legal trading tactics with illegal ones in the same place. 65.158.32.123 (talk) 16:01, 27 July 2017 (UTC)
thread_title:  Legality 

message: Hello fellow Wikipedians,
I have just modified 4 external links on Algorithmic trading. Please take a moment to review my edit. If you have any questions, or need the bot to ignore the links, or the page altogether, please visit this simple FaQ for additional information. I made the following changes:
*Added archive https://web.archive.org/web/20120225230059/http://www.olsen.ch/fileadmin/Publications/Archive//hedgefuture.pdf to http://www.olsen.ch/fileadmin/Publications/Archive//hedgefuture.pdf
*Added archive https://web.archive.org/web/20160304093319/http://home.business.utah.edu/finmh/moallemi.pdf to http://home.business.utah.edu/finmh/moallemi.pdf
*Added archive https://web.archive.org/web/20120804153648/http://www.knight.com/investorRelations/pressReleases.asp?compid=105070&releaseID=1721599 to http://www.knight.com/investorRelations/pressReleases.asp?compid=105070&releaseID=1721599
*Added archive https://web.archive.org/web/20110716033553/http://www.securitiestechnologymonitor.com/issues/19_104/-23976-1.html?zkPrintable=true to http://www.securitiestechnologymonitor.com/issues/19_104/-23976-1.html?zkPrintable=true
When you have finished reviewing my changes, you may follow the instructions on the template below to fix any issues with the URLs.
Cheers.—InternetArchiveBot (Report bug) 11:18, 11 January 2018 (UTC)
thread_title:  External links modified