Tuesday, June 05, 2007

Algo-trading

Comsec, along with ETrade are Australia's leading consumer-based ASX-trading portals. From what I can see both of these web sites provide homogenous services: up-to-date prices, market depth, market aggregatges, company information, trading (at lower cost to the institutional banks like Goldman Sachs JBWere where I work), and research.

Throughout the investment banks, increasingly, the trades that are conducted on the market are driven automatically through algorithms (e.g. algo-trading). Algo-trading is extremely efficient and methodical - business / trading rules (algorithms) are defined and executed whenever satisfied - all emotion / psychology is removed. So, I was thinking today - why can't the ASX day-trader define and execute algorithmic trading?

What would this entail? well, market events need to be accessed at real time, and based on these events (and the rules that have been defined), orders executed accordingly. The aim - speed of decision, and limited risk. With such a service, day trading could indeed be automated (i.e. through the execution of algorithmic trading rules). Unfortunately, both Comsec and ETrade both don't seem to offer access to market events real time (base versions). I will conduct a mini-investigation over the weekend at the advanced versions and review.

Maybe a good business idea?

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