Algorithmic Trading
The use of automated systems to execute trades based on pre-set rules.
Backtesting
Testing a trading strategy on historical data to evaluate its performance.
Black Swan Event
An unpredictable and rare event with a significant impact on the market.
Correlation
A statistical measure that describes the relationship between two assets.
Drawdown
The reduction in equity from a peak to a trough during a trading period.
High-Frequency Trading (HFT)
A type of algorithmic trading that executes orders at extremely high speeds.
Market Noise
Random price movements that do not reflect underlying market fundamentals.
Scalping
A trading strategy focused on making small profits from rapid trades.
Stop Loss
An order that automatically closes a trade to limit losses when the price reaches a certain level.
Timeframe
The period over which price data is analyzed, e.g., 1-minute, 1-hour, or daily.
Risk Management
The process of identifying, assessing, and mitigating trading risks.
Latency
The delay between a trading signal and the execution of a trade.
Liquidity
The ease with which an asset can be bought or sold without affecting its price.
Mean Reversion
A trading strategy based on the idea that prices will revert to their average over time.
Order Book
A list of buy and sell orders for an asset at different price levels.
Position Sizing
Determining the amount of capital to allocate to a single trade.
Sharpe Ratio
A measure of risk-adjusted return used to evaluate the performance of a strategy.
Slippage
The difference between the expected price of a trade and the actual execution price.
Tick Data
Price and volume data for each individual trade in the market.
Volatility
A statistical measure of price variability over time, often used to assess risk.
Stop Hunting
A tactic where market participants target stop-loss levels to trigger orders.
Trailing Stop
A stop order that moves as the price moves to secure profits.
Arbitrage
Simultaneous buying and selling of assets to exploit price differences.
Execution Algorithm
An algorithm designed to optimize trade execution.
VWAP
Volume Weighted Average Price, used for trade execution.
Market Making
Providing liquidity by continuously quoting buy and sell prices.
Front Running
Placing orders ahead of known large trades to profit from price movements.
Latency Arbitrage
Exploiting delays in price data or order execution for profit.
Flash Crash
A sudden and severe price drop within a short period.
Order Flow
The process of how orders enter and are executed in the market.
Rebalancing
Adjusting a portfolio to maintain a target allocation.
Pairs Trading
A strategy that involves trading two correlated securities.
Alpha
The excess return of a strategy relative to a benchmark.
Beta
A measure of an asset’s volatility compared to the market.
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