November 18th, 2008, 3:46 pm
QuoteOriginally posted by: RVP1234I think there are 3 classes of quantitative traders. Algorithmic, Quantitative, MathematicalAlgorithmic traders use programs to try and achieve efficient execution and minimise market impact. Popular models include VWAP, TWAP.Quantitative trading involves trading purely based on statistical and mathematical patterns. This is a money generation area which is different when contrasted with algorithmic trading. Mathematical trading would probably be classes as option/volatility tradingRVPI love names-giving. Like its not John, its Johnny...