Trading Algorithms Catalog
Adaptive Implementation Shortfall is algorithm designed for reduction of market impact during executing large orders. It allows to keep trading plan with automatic reaction to price liquidity.
Basket Orders is a strategy designed to automated parallel trading of many assets, balancing their share in portfolio’s value.
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.
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 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 Strategy is build to gain profit on buying / selling shares in a specific market conditions.
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 strategy is trading algorithm basing on trend change indicated by Williams %R oscillator. Oscillator leads strategy to set long or short position.
Technically Smart Order Routing technology will search for available liquidy across given trading venues, and with mid-point matching will get the best possible chance of price improvements.
Triangular Arbitrage is used when a trader would like to use the opportunity of exploiting the arbitrage opportunity from three different FX currencies or Cryptocurrencies. Triangular Arbitrage happens when there are different rates within the trading venue/s.