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Robots (Algorithmic Trading), page-2

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Pbnewby

7,515 Posts.

337

15/05/15

13:17

Post #: 15287758
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Originally posted by stotes ↑

I've been contemplating the whole bot situation and would love to gather a clearer picture of how prevalent the activity really is and what kind of trend it's inducing.

So naturally I'm trying to build a tool/sheet/app that will analyse the course of sales throughout the day and identify questionable sales, flag them as robotic in nature and hopefully provide us with some statistics to formulate our opinions from.

My question to the HC community is how would "you" identify robotic (algorithmic) transactions based solely from a course of sales historical data (or real time)?
What assumptions would you make?

Example:

Transactions of value less than $500

Frequency of small transactions

The condition attached to the transaction (XT)

Perhaps there is another way to identify such activity, any insight is most welcome and greatly appreciated.

Expand

.csv would make a great template for that with formulas - should be able to download the days trades in a format not unlike .csv or export them into a .csv knocking out big numbers and focusing on the microtrades and see at what time of day they are most busy etc. - thumbs up stotes
NRT Price at posting: 30.5¢ Sentiment: Buy Disclosure: Held
2 Upvote

0 Great analysis

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