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Adapting Algorithms to Realities of Asian Markets

Published in Automated Trader Magazine Issue 08 Q1 2008

If execution algorithms are to be adopted widely in the Asian markets, both providers and users must be aware of the unique characteristics of trading in the region, says Dr Usman Malik of P. E. Lynch LLP.

Many providers of execution algorithms are looking at Asia as the next market for rapid growth of algorithmic trading. However, anyone who believes that an algorithm designed to trade in Europe or the US will work as well in Asia is in for a nasty shock. Asia has some unique features which make it a very distinct market. Startling differences between Europe and Asia can be seen by looking at factors such as tick size, market capitalisation, intraday volatility and market rules. This article shows that

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