RT Journal Article
SR Electronic
T1 Algorithmic Trading: <em>A Primer</em>
JF The Journal of Trading
FD Institutional Investor Journals
SP 30
OP 35
DO 10.3905/JOT.2009.4.3.030
VO 4
IS 3
A1 Max Palmer
YR 2009
UL https://pm-research.com/content/4/3/30.abstract
AB The recent turmoil in equity markets has called into question existing practices. In this article, FlexTrade’s Director of Algorithmic Solutions,Dr.Max Palmer, reviews the future of algorithmic trading (have we reached a peak?), and the role of such trading in meeting the needs of the buy-side trader. In that vein, Dr. Palmer will endeavor to help the buy side trader be a better consumer of trading algorithms by explaining how they are constructed, the assumptions they make, and how they operate in the trading process.TOPICS: VAR and use of alternative risk measures of trading risk, exchanges/markets/clearinghouses, statistical methods