Algorithmic Trading Phd Thesis

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People started subscribing to ECNs and started to place orders using them.

There were two notable events in 21st century which decidedly sealed the imminent domination of automation in algorithmic trading.

While automated execution algorithms have outperformed their human counterparts, there have been sporadic events which implicate automation of trading of destabilizing the markets.

The flash crash on May 6th 2010, the enormous loss of $440m in mere 30 minutes by Knight Capital on August 1st 2012 are some of the examples which illustrate the severity of the mistakes occurring at dazzling speeds, thanks to large scale automation in algorithmic trading.

Traders who were making profits due to spread had to look to other means of making profits.

The other event was a regulatory change by SEC which enforced trade orders to be posted nationally.

A major boost to automation came in 1990s with the introduction of ECNs ( Electronic Communication Networks).

This enabled placing orders at some place other than exchange.

Money, one of the manifestations of the intrinsic nature of man namely comparison, has come a long way from being merely a evaluating metric of objects to being the very substance of the complex structure and workings of stock markets.

But then again, it is but merely a sharper mind predicting the behaviour of the crowd. In this era of automation, trading has not remained untouched with automated algorithmic trading taking over the manual trading in markets rapidly.

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