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VIII. ML/Trade: Chs 20-21 - ARMDAT

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Section VII: Automated & Algorithmic Trading
Automated and algorithmic trading use computer rules to decide when to buy or sell, but the terms are often used interchangeably in practice.  Automated trading refers to systems that place and manage trades without manual intervention once the rules are set. Algorithmic trading is the broader idea of using pre-programmed instructions based on time, price, technical signals, or other variables to generate orders.

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Automated Trading: Policies and Performance Measurement
How and Why...
How: A trader or quant designs entry, exit, and risk rules, then tests them on historical data before deploying them live. The system can scan markets continuously, submit orders quickly, and apply the same logic consistently across many trades. Why: a) faster execution; b) less emotional decision-making; c) easier back-testing and refinement; and d) ability to monitor many instruments at once.

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