TRADE IMPLEMENTATION AND ANALYTICS SYSTEM

摘要

Systems and methods for normalizing the control parameters associated with trading algorithms, providing analytic data to traders in discrete time intervals to assist in the analysis of trading performance, and providing crossing opportunities to orders that have been committed to a trading algorithm but have not yet been executed, are provided. A dashboard to allow a trading professional more effective use of multiple algorithms can be created. Parameters associated with multiple algorithms can be normalized and tuned rapidly from a single user interface. Trading performance can be reviewed in discrete time intervals and execution venues. Traders can review a performance score for a trading algorithm and select an algorithm based in part on their commission budget. Block trading opportunities can be available with a crossing engine or external ATS.