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Algorithmic, Electronic, and Automated Trading

Ayub Hanif and Robert Elliott Smith
The Journal of Trading Fall 2012, 7 (4) 78-86; DOI: https://doi.org/10.3905/jot.2012.7.4.078
Ayub Hanif
is a researcher in the Intelligent Systems Group at University College London in London, UK.
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  • For correspondence: ayub.hanif@ucl.ac.uk
Robert Elliott Smith
is a senior research fellow in the Department of Computer Science at University College London in London, UK.
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  • For correspondence: rob.smith@cs.ucl.ac.uk
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Abstract

Many novel techniques have found prominence in empirical finance and particularly in algorithmic trading, yet there is a distinct lack of a comprehensive primer to this vast, dynamic field. This article highlights key concepts, terminology, and phenomena within algorithmic trading. We commence by analyzing and detailing market participation over the past few decades. We provide a thorough treatment of the trading mechanisms, forecasting and prediction, regulatory reform, and liquidity provisions that have brought about algorithmic trading. We further describe some of the common strategies used by high-frequency traders, providing a concrete example to codify the theory. We also describe the technological development fundamental to this trading paradigm. This article serves as a basic review of algorithmic trading microstructure and equips the reader with a coherent understanding of markets, algorithmic trading, and technology alongside associated challenges.

TOPICS: Technical analysis, exchanges/markets/clearinghouses

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The Journal of Trading: 7 (4)
The Journal of Trading
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Fall 2012
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Algorithmic, Electronic, and Automated Trading
Ayub Hanif, Robert Elliott Smith
The Journal of Trading Sep 2012, 7 (4) 78-86; DOI: 10.3905/jot.2012.7.4.078

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Algorithmic, Electronic, and Automated Trading
Ayub Hanif, Robert Elliott Smith
The Journal of Trading Sep 2012, 7 (4) 78-86; DOI: 10.3905/jot.2012.7.4.078
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