Category: Trading Strategies
Smart Jobber Strategy
Smart Jobber is a jobbing algorithm with advanced parameters. It helps the traders to buy...
Conditional Orders: Algo for Discretionary Traders
Conditional Orders, such as Bracket Order or 2-Leg Orders, allow traders to to buy/sell in...
Volatility Calculations and Perceptions
Understanding Volatility Volatility indicates the variation in market prices. The volatility calculations (and perception) depends...
Concepts in Trading Strategies – Alpha Generation
Before trying to find or design a good trading strategy, one should understand the intrinsic...
Profit Target vs Trailing Stops
Whether to use a Profit Target (Tgt) or a Trailing Stop (TSL), or a combination...
Implementation Shortfall
Implementation Shortfall (IS) indicates the difference between the price at which trader wants to execute order...
Trend Participation- Execution Strategy
The Trend Participation Strategy may increase or decrease the participation rate as market prices move...
Target Close (Day)
The Target Close strategy tries to copy a Market-On-Close (MOC) order, for exchanges which do...
Percentage of Volume
The Percentage of Volume (POV), also called as Participation Rate, is a simple strategy which...
Time Weighted Average Price (TWAP)
Time Weighted Average Price (TWAP) is an execution strategy which trades in slices of Order Quantity...