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picture1_Money Pdf 55357 | Single Stock Algo Strategies Fs


picture2_Money Pdf 55357 | Single Stock Algo Strategies Fs picture3_Money Pdf 55357 | Single Stock Algo Strategies Fs

 93x       Filetype PDF       File size 0.12 MB       Source: www.nasdaq.com


File: Money Pdf 55357 | Single Stock Algo Strategies Fs
SINGLE STOCK ALGO STRATEGIES By Nasdaq Exchange And Clearing Services AB %VOLUME MIN ALGO OPTIONAL BASIC STRATEGY DESCRIPTION TRADING INSTRUCTION OVER TIME ORDER PARAM ALGO PARAM OPTIONAL INTERMEDIATE ALGO PARAM ...

icon picture PDF Filetype PDF | Posted on 21 Aug 2022 | 2 years ago
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...Single stock algo strategies by nasdaq exchange and clearing services ab volume min optional basic strategy description trading instruction over time order param intermediate advanced dynamic benchmark select max vol limit on traded arrival price ref to govern start end participation can override behavior decide if you want twap executes desired onopen block filter trade be aggressive in the money or out of quantity at a spread evenly onclose greater than this then ignore within bounds weighted constant rate day it do not chase that used minchild value smallest average user number hours auto combination with an child sent market defined interval decides i would complete overrides syntetic lot size clean up entire portion remaining parent activate earlier creates pre schedule based match vwap multiple historical patterns mtf targets included routable stocks trategy tracks reacts real volumes x percent target pvol all will allow participate supported venues deviation from entered range l...
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