January 15, 2016

Algorithmic Trading

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Types

  • Market micro-structures: Low Latency, High-Frequency Trading (HFT/sub 1ms) / Order placement optimisation, transaction cost reduction (friction).
  • Statistical Arbitrage: Statistical arbitrage of correlation divergences between different asset class, as well as between assets within a same class.
  • Technical Analysis (charting): Time series analysis together with their properties: mostly statistical moments, chart indicators, RSI, MACD, etc…
  • Pattern Recognition: Analysis of quasi repetitive time-frame dependent patterns in markets. Use of Neural networks, Machine Learning, Artificial Intelligence such as form recognition. Automated probabilistic  learning, particularly Bayesian / Regression, Non-Linear Optimization.

Knowledge

Statistics / Probabilities (Stochastic Methods)

  • Arbitrage
  • Risk management
  • Pricing issues

Risk Management, Trading Platforms & Analytics