Standard futures algorithms definitions

[covered_call]

Does anyone have a resource for all of the standard trading algorithm definitions? I can understand VWAP (Volume Weighted Average Price) but how do they come up with that and what are all the others about (Slicer?, etc).

 

[RPG]

http://www.barx.com/futures/algorithmic/index.html

 

[covered_call]

Thanks! Do you use the barclays front end for futures algorithms?

 

[RPG]

not yet, we maybe in the near future though. I'm meeting with them tomorrow.

 

[covered_call]

How did your meeting with Barx go? Any new algos worth noting?