This is a glossary index with key terminology for understanding algorithmic order flow and trading-related psychiological and behavioral concepts
- 60/40 taxation
- Adverse selection
- Aggressive order flow
- Aggressive orders
- Aggressive selling
- Algo-driven markets
- Algorithmic trading
- Arrival price
- Automated trading
- Benchmark
- Capacity constraints
- Commitment bias
- Confirmation bias
- Crack spread
- Crush spread
- Delta.Footprint
- Delta.Pivot
- Dominant strategy
- Effective capital
- Expectancy
- FINRA Series 3
- HFTs
- High frequency traders
- Impact decay
- Implementation shortfall
- Information leakage
- Informed traders
- Interval VWAP
- Limit order book
- Maker-taker fee
- Market impact
- Market impact square root law
- Market maker
- Market microstructure
- Mastermind group
- Mean reversion
- Metaorder
- Microstructure
- Mixed strategy
- Monte Carlo simulation
- Monthly leverage ratio
- Noise traders
- OEA
- Opportunistic traders
- Opportunity cost
- Order execution algorithms
- Partially informed traders
- Participation Weighted Price (PWP)
- Payoff
- Performance bond
- POV
- Remote proprietary trading
- ROIC
- Self-regulation
- Self-serving bias
- Signed order flow
- Sortino ratio
- Square-root impact law
- Strictly dominant strategy
- Toxic order flow
- Trend following
- TWAP
- Uninformed traders
- VPIN
- VWAP