Trading Strategies and Types

On this page I will collect links and documents describing a variety of different trading styles, constraints, etc.

  • "Unconstrained" technical trading
          Tradetrek tutorial on nine common technical trading strategies
  • Market-making
          Brief background on NASDAQ market-making
          NASDAQ market-making regulations
  • Volume weighted average price (VWAP) trading
          Background article on VWAP trading
          A commercial VWAP trading system
  • Block trading
          Commercial tool for block trade analysis
          Saar paper on asymmetry in buy and sell block trade impact
  • Market-neutral trading
          Tradetrek description of pairtrades
          Magnum hedge fund on market-neutral trading