All these small odd sized trades are typically performed by algo trading engines.
A large insto may receive an order to buy 500k BHP.. They send this order to a PC which will then drip the order into the market based on an algo execution strategy... The most common strategy is a simple VWAP execution.
- Forums
- General
- very small trades
very small trades, page-3
-
- There are more pages in this discussion • 2 more messages in this thread...
You’re viewing a single post only. To view the entire thread just sign in or Join Now (FREE)
The Watchlist
SER
STRATEGIC ENERGY RESOURCES LIMITED
David DeTata, Managing Director
David DeTata
Managing Director
SPONSORED BY The Market Online