arbitrage trading program
1Arbitrage Trading Program - ATP — A computer program used to place simultaneous orders for stock or commodities futures and the underlying stocks or commodities, usually for large volume, institutional trades. One order will be a long or short position on a futures contract, and… …
2Arbitrage Trading Program — ( ATP) See: program trading. Bloomberg Financial Dictionary …
3program trading — trade based on signals from computer programs, usually entered directly from the trader s computer in to the market s computer system and executed automatically. Applies to derivative products. A process of electronic execution of trading of a… …
4Program trading — Trades based on signals from computer programs, usually entered directly from the trader s computer to the market s computer system and executed automatically. The New York Times Financial Glossary * * * program trading program trading ➔ trading… …
5trading — (1) The activity of buying and selling financial instruments or commodities for profit. Individuals or entities may engage in trading either strictly on their own behalf or for current or future transactions with customers. Trading profits may… …
6Program trading — is casually defined as the use of computers in stock markets to engage in arbitrage and portfolio insurance strategies. However, the New York Stock Exchange (NYSE) defines the term as a wide range of portfolio trading strategies involving the… …
7Algorithmic trading — In electronic financial markets, algorithmic trading or automated trading, also known as algo trading, black box trading, or robo trading, is the use of computer programs for entering trading orders with the computer algorithm deciding on certain …
8Day trading — This article is about the practice. For the occupation, see Day trader. Day trading refers to the practice of buying and selling financial instruments within the same trading day such that all positions are usually closed before the market close… …
9Risk arbitrage — Risk arbitrage, or merger arbitrage, is an investment or trading strategy often associated with hedge funds. Two principal types of merger are possible: a cash merger, and a stock merger. In a cash merger, an acquirer proposes to purchase the… …
10Convertible arbitrage — is a market neutral investment strategy often employed by hedge funds. It involves the simultaneous purchase of convertible securities and the short sale of the same issuer s common stock. The premise of the strategy is that the convertible is… …
