Algorithmic Trading and DMA: An introduction to direct access trading strategies Gary Schroeder historian David Wootton offers a

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Louis Sullivan

Algorithmic Trading and DMA: An introduction to direct access trading strategies Gary Schroeder historian David Wootton offers aAlgorithmic trading and Direct Market Access (DMA) are important tools helping both buy and sell side traders to achieve best execution (Note: the focus is on institutional sized orders, not those of individuals retail traders). This book starts from the ground up to provide detailed explanations of both these techniques: An introduction to the different types of execution is followed by a review of market microstructure theory. Throughout the book