Algorithmic trading strategies

CFA Level III Portfolio Management
#1

Sorry Guys ,

This topic is a difficult for me to grasp. What is the cirteria that i should use to decide on which Algorithmic trading execution startegy to use ?

Thanks

#2

What’s your urgency to trade, what’s the block size vs the avg daily volume of the stock, and how wide is the bid-ask spread?

#3

This is exactly what I am asking for :slight_smile:

#4

I have the exact same question. It is extremely confusing.

#6

Thanks . I think ECN for high spreads ,high volume ,low urgency ?

#7

High spreads and low urgency mostly.

Volume is irrelevant as it’s direct access trading, not market.