PT  - JOURNAL ARTICLE
AU  - Max Palmer
TI  - Algorithmic Trading: <em>A Primer</em>
AID  - 10.3905/JOT.2009.4.3.030
DP  - 2009 Jun 30
TA  - The Journal of Trading
PG  - 30--35
VI  - 4
IP  - 3
4099  - https://pm-research.com/content/4/3/30.short
4100  - https://pm-research.com/content/4/3/30.full
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