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- Algorithmic_trading abstract "Algorithmic trading, also called automated trading, black-box trading, or algo trading, is the use of electronic platforms for entering trading orders with an algorithm which executes pre-programmed trading instructions accounting for a variety of variables such as timing, price, and volume. Algorithmic trading is widely used by investment banks, pension funds, mutual funds, and other buy-side (investor-driven) institutional traders, to divide large trades into several smaller trades to manage market impact and risk.Algorithmic trading may be used in any investment strategy, including market making, inter-market spreading, arbitrage, or pure speculation (including trend following). The investment decision and implementation may be augmented at any stage with algorithmic support or may operate completely automatically. One of the main issues regarding HFT is the difficulty in determining how profitable it is. A report released in August 2009 by the TABB Group, a financial services industry research firm, estimated that the 300 securities firms and hedge funds that specialize in this type of trading took in a maximum of US$21 billion in profits in 2008, which the authors called "relatively small" and "surprisingly modest" when compared to the market's overall trading volume.Many types of algorithmic or automated trading activities can be described as high-frequency trading (HFT). As a result, in February 2012, the Commodity Futures Trading Commission (CFTC) formed a special working group that included academics and industry experts to advise the CFTC on how best to define HFT. HFT strategies utilize computers that make elaborate decisions to initiate orders based on information that is received electronically, before human traders are capable of processing the information they observe. Algorithmic trading and HFT have resulted in a dramatic change of the market microstructure, particularly in the way liquidity is provided.A third of all European Union and United States stock trades in 2006 were driven by automatic programs, or algorithms. As of 2009, studies suggested HFT firms accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012. In 2006, at the London Stock Exchange, over 40% of all orders were entered by algorithmic traders, with 60% predicted for 2007. American markets and European markets generally have a higher proportion of algorithmic trades than other markets, and estimates for 2008 range as high as an 80% proportion in some markets. Foreign exchange markets also have active algorithmic trading (about 25% of orders in 2006). Futures markets are considered fairly easy to integrate into algorithmic trading, with about 20% of options volume expected to be computer-generated by 2010. Bond markets are moving toward more access to algorithmic traders.Algorithmic trading and HFT have been the subject of much public debate since the U.S. Securities and Exchange Commission and the Commodity Futures Trading Commission said in reports that an algorithmic trade entered by a mutual fund company triggered a wave of selling that led to the 2010 Flash Crash. The same reports found HFT strategies may have subsequently withdrawn liquidity. As a result of these events, the Dow Jones Industrial Average suffered its second largest intraday point swing ever to that date, though prices quickly recovered. (See List of largest daily changes in the Dow Jones Industrial Average.) A July, 2011 report by the International Organization of Securities Commissions (IOSCO), an international body of securities regulators, concluded that while "algorithms and HFT technology have been used by market participants to manage their trading and risk, their usage was also clearly a contributing factor in the flash crash event of May 6, 2010." However, other researchers have reached a different conclusion. One 2010 study found that HFT did not significantly alter trading inventory during the Flash Crash. Some algorithmic trading ahead of index fund rebalancing transfers profits from investors.".
- Algorithmic_trading wikiPageExternalLink www.fixprotocol.org.
- Algorithmic_trading wikiPageExternalLink kevin_slavin_how_algorithms_shape_our_world.html.
- Algorithmic_trading wikiPageID "2484768".
- Algorithmic_trading wikiPageRevisionID "645420420".
- Algorithmic_trading align "right".
- Algorithmic_trading bgcolor "#c6dbf7".
- Algorithmic_trading date "November 2014".
- Algorithmic_trading hasPhotoCollection Algorithmic_trading.
- Algorithmic_trading quote "It is over. The trading that existed down the centuries has died. We have an electronic market today. It is the present. It is the future.".
- Algorithmic_trading reason "This section and its reference describe HFT.".
- Algorithmic_trading source "Robert Greifeld, NASDAQ CEO, April 2011".
- Algorithmic_trading video "How algorithms shape our world, TED (conference)".
- Algorithmic_trading width "250".
- Algorithmic_trading width "300".
- Algorithmic_trading subject Category:Electronic_trading_systems.
- Algorithmic_trading subject Category:Financial_markets.
- Algorithmic_trading subject Category:Financial_routing_standards.
- Algorithmic_trading subject Category:Mathematical_finance.
- Algorithmic_trading type Abstraction100002137.
- Algorithmic_trading type Act100030358.
- Algorithmic_trading type Activity100407535.
- Algorithmic_trading type Event100029378.
- Algorithmic_trading type FinancialMarkets.
- Algorithmic_trading type Market101097292.
- Algorithmic_trading type PsychologicalFeature100023100.
- Algorithmic_trading type YagoPermanentlyLocatedEntity.
- Algorithmic_trading comment "Algorithmic trading, also called automated trading, black-box trading, or algo trading, is the use of electronic platforms for entering trading orders with an algorithm which executes pre-programmed trading instructions accounting for a variety of variables such as timing, price, and volume.".
- Algorithmic_trading label "Algorithmic trading".
- Algorithmic_trading label "Automatisierter Handel".
- Algorithmic_trading label "Trading algorithmique".
- Algorithmic_trading label "Алгоритмическая торговля".
- Algorithmic_trading label "システムトレード".
- Algorithmic_trading label "알고리즘 트레이딩".
- Algorithmic_trading sameAs Automatisierter_Handel.
- Algorithmic_trading sameAs Trading_algorithmique.
- Algorithmic_trading sameAs システムトレード.
- Algorithmic_trading sameAs 알고리즘_트레이딩.
- Algorithmic_trading sameAs m.07h5dh.
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- Algorithmic_trading wasDerivedFrom Algorithmic_trading?oldid=645420420.
- Algorithmic_trading isPrimaryTopicOf Algorithmic_trading.