Cracking the Code of Algorithmic Trading

With the growth of electronic trading in the 1990s, traders were looking for more efficient ways to trade.  Hoping to capitalize on the speed and ease of new technology, firms up and down Wall Street began calculating algorithms, allowing them to eliminate human error and emotion from the trading process.  In this lecture, Jeremy Klein, Head Futures Trader and Chief Market Strategist, explains how algorithms are created, how they are used, and why they have become so prevalent in the financial industry.

Click on the PDF at the bottom of this page to see the slides from this presentation.