Algorithmic trading provides a more systematic approach to active trading than one based on intuition or instinct. Here’s how it works.

Dimitri P. Bertsekas, The Auction Algorithm for Assignment and Other Network Flow Problems: A Tutorial, Interfaces, Vol. 20, No. 4, The Practice of Mathematical ...

For example, 45 o =/4is equivalent to Z =1/4 =0.25 (8192 in 1Q15 format. Denormalisation isdone in the algorithm. The algorithm is presented in a 'C' like pseudo code. Note that theCos Θ constant for ...