Popis: |
The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological revolution has offered processes and mathematic methods to identify best return on transactions. Current research relates to autonomous transaction systems programmed in certain periods and some algorithms. This offers return opportunities where traders can not intervene. There are about thirty algorithms to assist the traders, the best known are the VWAP, the TWAP, TVOL. The algorithms offer the latest strategies and decision-making are the subject of much research. These advances in modeling decision-making autonomous agent can envisage a rich future for these technologies, the players already in use for more than 30% of their trading. |