Table of Contents
- Adaptive Shortfall
- Adaptive Implementation Shortfall is algoritm designed for reduction of market impact during executing large orders. It allows to keep trading plan with automatic reaction to price liquidity.
- Basket Orders
- Basket Orders is a strategy designed to automated parallel trading of many assets, balancing their share in portfolio’s value.
- Bollinger Band
- Bollinger bands strategy is trading algorithm which computes three bands - lower, middle and upper. When the middle band cross one of the other from the proper side then some order is made.
- Commodity channel index strategy is trading algorithm which actions are dependent on a value of a CCI index which base on average and variance of some number of last trades.
- MACD strategy is trading algorithm which actions are dependent on two lines of MACD and MACD Singal Line calculated with EMA.
- Market Close
- Strategy designed to reduce costs interrelated with market impact of huge orders. It works until demanded time and may take advanatge of auction on Market Close.
- Parabolic SAR
- Parabolic SAR strategy is a trading algorithm which role is to predict market trend change and trade assets in specific market conditions.
- Percent of Volume (POV) is a trading algorithm based on volume used to an execution of bigger orders without excessive impact on the market price.
- Relative strength index strategy is trading algorithm which actions are dependent on a value of an RSI index which base on average wins and losses of a strategy.
- Slow Stochastic Oscillator
- Slow Stochastic Oscillator Strategy is build to gain profit on buying / selling shares in a specific market conditions.
- Statistical Arbitrage
- Statistical Arbitrage (SA) is build to gain profit on simultaneously buying and selling two shares of two correlated instruments.
- Time-Weighted Average Price (TWAP) is a trading algorithm based on weighted average price used to execution of bigger orders without excessive impact on the market price.
- Volume-Weighted Average Price (VWAP) is a trading algorithm based on pre-computed schedule which is used in an execution of a bigger order without excessive impact on the market price.
- Williams %R
- Williams %R strategy is trading algorithm basing on trend change indicated by Williams %R oscillator. Oscillator leads strategy to set long or short position.
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