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