State Machines. Conditions for arbitrage edit Further information: Rational pricing Arbitrage mechanics Arbitrage is possible when one of three conditions is met: The same asset does not trade at the same price on all markets (the " law of one price " is temporarily violated). A market maker is basically a specialized scalper. O'Hara: The Microstructure of the 'Flash Crash Flow Toxicity, Liquidity Crashes and the Probability of Informed Trading The Journal of Portfolio Management, Vol.
FIX Protocol is a trade association that publishes free, open standards in the securities trading area. If you are trying to buy, the algorithm will try to detect orders for the sell side). When the current market price is less than the average price, the stock is considered attractive for purchase, with the expectation that the price will rise. 133, doi :, ssrn 1100635 CS1 maint: Multiple names: authors list ( link ) "Jovanovic, Boyan, and Albert. 21, April 18, 2007 a b Lauricella, Tom. Optimization is performed in order to determine the most optimal inputs.
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