Skip to content
GetProfitable
Search
Dictionary

Algorithmic order

An instruction handed to a program that decides how, when and where to trade the size, rather than sending it to the market in one piece.

An algo takes a parent-order and produces a stream of child-orders according to a schedule or a set of rules. The trader chooses the objective — track a benchmark, minimise impact, finish by a deadline — and the algo handles the mechanics.

Every algo trades the same three things against each other: market impact, timing risk and the chance of not finishing. Trade fast and you pay market-impact; trade slow and the price may move away before you are done.

Example: 500,000 shares in a stock that trades 4 million a day. A vwap-algo spreads it over the session near 12% of volume; a sniper-algo waits for liquidity and may finish in twenty minutes or not at all. Both beat one 500,000-share market-order.

Related: parent-order, child-order, twap-algo, vwap-algo, implementation-shortfall

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

Intraday price swinging around VWAPA price line for one trading day weaving above and below a smoother VWAP line, with a band drawn one standard deviation either side of it.INTRADAY PRICE AND VWAPprice9:3012:4516:00+1 SD bandVWAP−1 SD bandIllustrative session. VWAP starts fresh at the open and firms up as the day fills in.
VWAP and its standard-deviation bands. VWAP is the day's average price weighted by how much volume traded at each price, so it shows where the bulk of the day's business was done. The bands sit one standard deviation either side, and price here swings between them all session.

Educational only, not advice. Spotted an error? Post in Site Feedback.