The Gateway to Algorithmic and Automated Trading

Fishing Efficiently

Published in Automated Trader Magazine Issue 19 Q4 2010

Alex Paley, Global Head of Algorithmic Product Development CIB - Global Markets at Deutsche Bank, outlines a portfolio transaction involving five stocks using a dark pool algorithm that optimises pool selection and minimises gaming risk.

Alex Paley

Alex Paley

The Scenario: It is late August 2010 and the manager of a London based fund specialising in mid and small cap names is considering the fund's investment options for the period leading up to the year end. In common with other stock indices, the FTSE 250 has drifted lower throughout a

The remainder of this article is only available to Paid Subscribers

Click here to purchase a subscription to Automated Trader

  • Copyright © Automated Trader Ltd 2018 - Strategies | Compliance | Technology

click here to return to the top of the page
content