The Evolution of Quantitative Trading

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2.1 The Evolution of Quantitative Trading
Over the last couple of decades technological advancements greatly contributed to the creation of innovative financial instruments, platforms, and analyses. The field of quantities trading, which rely on mathematical computations in order to identify arbitrage and trading opportunities, has seen dramatic technological development. More specifically, this filed has been transformed by complex, automated, and rapid trading mechanisms. These mechanisms process large amounts of data and utilized rule-based programs to capture trading behaviors across financial markets, in short amount of time. A well-known example of such trading mechanism is algorithmic trading.
2.1.1 Algorithmic Trading
Algorithmic trading is a trading system that utilized sophisticated algorithms to facilitate the automation of trading decisions, execution and management. [1] Many algorithmic trades entail a speedy comparison of large number of security prices across markets and the exploitation of minor discrepancies in those prices. [2] Algorithmic trading allows investors and investment intermediaries to cut transaction cost and reduce price spillovers. For example, before algorithmic trades were introduced to the market, institutional investors often hired a stock exchange floor broker or dealer broker to execute trade orders for a large number of securities. A dealer broker would search for another investor in order to execute the entire order as a block trade (a security transaction that involve more than 10,000 shares), while a floor broker would break the large order to smaller trades, which would then be carefully executed in order to prevent large fluctuations in price. Today, strategies that a...

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...Strategies

Market making strategies are one taking advantage of the difference between the bid and ask price, or the spread. An algorithmic trading system processes and analyses mass amounts price feeds data and automatically executes a trade whenever a profit opportunity is found. A High-frequency trading system also adds speed to process and reduces the execution time, thereby reducing the chance that the execution will be affected by price movements during the trade process. [5] In addition, speed adds another advantage because many trades are executed through a centralized order book. An order book lists buy and sell orders and prioritize them by price an arrival time and high-frequency trades are most likely to be first to arrive. [4] Finally, high-frequency traders are not held to the same liquidity agreements by which traditional market marker must abide.

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