Algo trading strategies

[oildaytrader]

What are the strategies employed by hedge funds and investment banks?

http://www.ubs.com/1/e/media_overview/media_americas/releases?newsId=172909

New York, November 12, 2009, 08:30 AM
UBS Launches International Algorithmic Trading in Brazil

The global Equities business of UBS (NYSE: UBS) today announced the launch of algorithmic trading for international clients trading equities on the Bovespa stock exchange in Brazil. UBS is among the first broker-dealers to offer non-Brazilian clients algorithmic trading in this major market.

UBS is launching this offering for international clients who trade Brazilian securities with three popular algorithms: Volume Weighted Average Price (VWAP); Time Weighted Average Price (TWAP); and Volume Inline, a strategy that enables an investor to execute an order correlated to available liquidity. Execution algorithms are complex quantitative electronic trading formulae that clients can use to manage and tailor their equities orders. UBS clients can use these algorithmic trading strategies to quickly and efficiently send their electronic orders directly to the Bovespa, without passing them through an intermediary.

In July 2008, UBS was among the first international brokers to launch Direct Market Access (DMA) in Brazil whereby non-Brazilian investors can trade electronically directly on the exchange. UBS clients can send front-to-back algorithmic trading orders directly from their desktop execution management system or order management system, including UBS’s own “Pinpoint.”

“We gained a tremendous amount of experience over the last year with our Direct Market Access offering in Brazil, and our intention has always been to add algorithmic trading,” said Owain Self, Head of Algorithmic Trading for EMEA and the Americas at UBS Investment Bank. “Our successful DMA platform provided the ideal knowledge base to build algorithmic strategies for the Bovespa in a truly custom way – specifically geared to the unique attributes of this market. This development is particularly exciting as our clients who trade stocks in Latin America have had an extremely positive response.”

 

[everyonerich]

so does oildaytrader able to give us Volume Weighted Average Price(VWAP), Time Weighted Average Price (TWAP) & Volume Inline indicator?

 

[AlexisD]

:!:These are not trading strategies, but order routing strategies.

 

[gooseman]

as with most of your posts, what's your point?

 

[neil]

as with most of your posts, what's your point?

Put the knobhead on ignore then the rest of the thread makes intelligent reading. In fact - put him on ignore and most threads are an intelligent read

 

[everyonerich]

its news for broker, not for trader .. lol

 

[oildaytrader]

Put the knobhead on ignore then the rest of the thread makes intelligent reading. In fact - put him on ignore and most threads are an intelligent read

The vast majority written stuff on forums is rubbish and by people like yourselves.It's actually not worth reading.

You thought what you wrote was something worth reading?

Sometimes there is information worth reading , but its like finding a needle in a haystack.

 

[oildaytrader]

as with most of your posts, what's your point?

My intention was to find a set of systems traded by the big boys.I didn't realise until r somebody helpful pointed it out , theses were for liquidity issues on stocks.

 

[oildaytrader]

so does oildaytrader able to give us Volume Weighted Average Price(VWAP), Time Weighted Average Price (TWAP) & Volume Inline indicator?

Wouldn't want to dissapoint, would we?Time Weighted Average Price (TWAP)

http://www.trade2win.com/boards/for...rading-live-calls-set-ups-67.html#post1044014