A Modern Paradigm for Algorithmic Trading
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866910779672887296 |
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| author | Glattfelder, James B. Houweling, Thomas Olsen, Richard B. |
| author_facet | Glattfelder, James B. Houweling, Thomas Olsen, Richard B. |
| contents | We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that embraces real-world complexity. This approach leverages key concepts relating to self-organization, emergence, complex systems theory, scaling laws, and utilizes an event-based reframing of time. In closing, we describe an example algorithm that incorporates the outlined elements, called the Delta Engine. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_06032 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A Modern Paradigm for Algorithmic Trading Glattfelder, James B. Houweling, Thomas Olsen, Richard B. Trading and Market Microstructure We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that embraces real-world complexity. This approach leverages key concepts relating to self-organization, emergence, complex systems theory, scaling laws, and utilizes an event-based reframing of time. In closing, we describe an example algorithm that incorporates the outlined elements, called the Delta Engine. |
| title | A Modern Paradigm for Algorithmic Trading |
| topic | Trading and Market Microstructure |
| url | https://arxiv.org/abs/2501.06032 |