Recent content by fxmisticat

well.. you're right this is nothing new. A trader manully doing a timeslicer, yes i have done it a million times, try doing 2 of them at once and picking up the phone for another order. We already have a timeslicer but I would like it to have more behavioral logic in it for when the markets...

hehe... I think your missing the whole point :) My desk moves yards in almost every pair in the G10 not that it matters but you're wondering about unloading 200m euros on EBS and see what the market reaction is, that's why the timeslicer was created. Majority of our clients are wanting to use...

not really. If you had 200m to get rid of you would move the market. A timeslice would allow you to drip pieces of it into the market and adjusting the pieces based on market signals to help your weighted average.

Now lavafx and citi and few other banks/ecns are providing a timeslice algo. When your algo gives you an entry or exit signal you want to drip feed your order in small pieces do not spook the market. I have been back testing various timeslice routines with various times chosen based on the time...