Spread Optimization > Autospreader Rules

Spread Optimization > Autospreader Rules

Patrick Rooney Patrick Rooney

Patrick Rooney

Power, gas, & environmentals trading | Nodal Exchange

发布日期: 2017年11月28日
+ 关注

Optimize your quoting and hedging logic with Autospreader Rules. Learn more in this TT Community article. #TTtips

Instead of including a bunch of parameters that could tweak the default behaviors of Autospreader in a limited fashion, we decided to create a whole new toolset called Autospreader Rules that allow the users to build their own custom features. There are three basic rule types that can be applied to each leg of a spread:

  • Quoting Order — Allows you to determine how (and if) quote orders are placed by the Autospreader Strategy Engine.
  • Pre-Hedge Order — Allows you to modify or cancel hedge orders before they are sent to the exchange.
  • Post-Hedge Order — Allows you to modify hedge orders after they are sent to the exchange.

Autospreader Rules Overview


要查看或添加评论，请登录

Patrick Rooney的更多文章

  • Pits to Pixels - 30 Years of Markets
    2020年7月7日

    Pits to Pixels - 30 Years of Markets

    It's a big number. 30 years.

    46 条评论
  • We're building stuff. Here, there, everywhere, but will it be enough?
    2020年3月3日

    We're building stuff. Here, there, everywhere, but will it be enough?

    The move in #copper today was the forth piece in my productivity puzzle. Stuff is being built and a lot of it.

    1 条评论
  • Moving Average Block
    2018年3月1日

    Moving Average Block

    Gain insight on using the Moving Average block in your ADL algo. #TTtips "You can have the Moving AVG Block reference…

  • Trailing Stop Algo
    2018年2月28日

    Trailing Stop Algo

    Use the isBuy property in the MsgInfoExtractor block to build a single Library block for trailing sell and trailing buy…

  • Order Profiles
    2018年2月27日

    Order Profiles

    Create rules using Order Profiles to seed account, order quantity and other fields based on the selected instrument…

  • Field Block Index Property
    2018年2月26日

    Field Block Index Property

    Pull prices and quantities from price depth in ADL by using the Field block Property “Index” from the Lookup Type…

  • Options Risk Matrix
    2018年2月26日

    Options Risk Matrix

    See aggregated P&L and Greeks for your options positions and view multiple scenarios simultaneously with Options Risk…

  • TT Supports Options Risk #WhatIf
    2018年2月22日

    TT Supports Options Risk #WhatIf

    Use Options Risk to apply various ‘what if’ scenarios to open positions, based on underlying and volatility shocks…

  • TT Score Outlier Chart
    2018年2月21日

    TT Score Outlier Chart

    Easily identify suspicious trade activity in TT Score's Outlier chart. #Spoofing #TTtips The Outlier chart displays…

  • Moving Average Crossover Algo
    2018年2月14日

    Moving Average Crossover Algo

    Create a simple moving average cross trigger for your ADL algos. #TTtips The Moving Average block maintains an internal…

社区洞察

其他会员也浏览了