Automated trading strategies

[dealmaker]

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https://twitter.com/x/status/1065772133534420993

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[sle]

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https://twitter.com/x/status/1065772133534420993

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Not exactly surprising figures considering that every HF market-maker is an "automated strategy" and thus, even if every longer-term trader was discretionary, it would right compose 50 percent of the volume. If you exclude all intra-day strategies (i.e. HFT, execution algos etc), these figures would look more sane.

 

[jnbadger]

Hasn't this been the case for a long time?

 

[qlai]

Bogus. Every broker provides a smart route, is that an algo strategy? If I send peg order, is that an algo? Do I need a paper ticket for it to be non algo?

 

[d08]

@qlai, good point. Even more if you use an algo order (CSFBAlgo for example) on a broker like IB but initiate it manually, I'm quite certain it will register as automated.
That said, I think the stats are correct. The fact is machines can do this at 1000 times efficiency and tirelessly.

 

[Grentez]

Pretty interesting information, and I would even say you can try, but I’m interested in a few facts, how long does it work, and did you use this system yourself?)