TL;DR
This paper discusses the evolution and current state of algorithmic trading, highlighting key algorithms, technological advances, and the increasing role of autonomous systems in financial markets.
Contribution
It provides an overview of the development of algorithmic trading algorithms and their impact on market practices and decision-making processes.
Findings
Algorithms like VWAP, TWAP, TVOL are widely used in trading.
Over 30% of trading is now conducted using autonomous algorithms.
Recent advances enable autonomous decision-making in financial markets.
Abstract
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.
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Taxonomy
TopicsFinancial Markets and Investment Strategies · Complex Systems and Time Series Analysis · Economic theories and models