The Evolving Market Structure (guest: Peter Haynes & Jenny Hadiaris)
The Market Huddle
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Evolution of Algorithmic Trading Strategies
The chapter explores the evolution of trading strategies, focusing on the Volume Weighted Average Price (VWAP) and its sophistication over time. It discusses the shift towards more long-term oriented trading strategies, challenges in trade execution, and the impact of market dynamics on liquidity. The conversation also delves into the use of algorithms in trading, highlighting how brokers compete based on algorithm performance and the influence of 24-hour trading on market liquidity.
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