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The Journal of Trading

The Journal of Trading

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Primary Article

Algorithmic Trading in Turbulent Markets

Robert Flatley
The Journal of Trading Fall 2008, 3 (4) 7-13; DOI: https://doi.org/10.3905/jot.2008.3.4.7
Robert Flatley
A managing director at Global Head autobahn® Equity, Deutsche Bank in New York, NY.
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Abstract

As the markets move to a new phase represented by a preponderance of negative news and great spikes in volatility, there is general discomfort with unfamiliar trading patterns of even the most familiar of names. At the same time, regulatory changes and competition have fueled a steady progression of electronic trading automation and venue choices, adding new complexities and pressures. This article discusses the necessity for adopting new trading practices in a market where the forces of automation and uncertainty are rising in parallel with increasing volatility. It investigates market trends by illustrating changes in commonly used trading metrics.

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The Journal of Trading
Vol. 3, Issue 4
Fall 2008
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Algorithmic Trading in Turbulent Markets
Robert Flatley
The Journal of Trading Sep 2008, 3 (4) 7-13; DOI: 10.3905/jot.2008.3.4.7

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Algorithmic Trading in Turbulent Markets
Robert Flatley
The Journal of Trading Sep 2008, 3 (4) 7-13; DOI: 10.3905/jot.2008.3.4.7
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More in this TOC Section

  • Dual Traders in Fully Anonymous Stock Markets, Iceberg Orders, and Liqudity Provision
  • Simulation of Maker Loss in the Global Inter-Bank FX Market
  • Evaluating Algorithmic Performance
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