Strategies
Trading strategies is the core of Volven.
Strategy Details
The strategy module is the beating heart of the terminal. This is where you view the live report and details of your strategies. You can filter out the strategies through the buttons on the top of the left pane, where you view the master strategies.
All the details inside a strategy can be clicked, hovered or dragged to show more information.
Live Report
Every strategy will have their own Card with high-level information about the performance. These cards can be clicked to open up the strategy "Live Report". Here's an example of a TWAP live report.
Information in the live report can be clicked, hovered or dragged for more details.
Every strategy has a unique live report designed to highlight the important elements of that strategy type. Each of them will be covered in the different strategy documentation pages.
The Mother / Child Hierarchy
A strategy is always a mother, or a child strategy. The mother strategy is the "master strategy" and will always be in the left pane of the strategy module, and the children that it "spawns" can be monitored in the "Children" tab in the right pane. Here are the children from the above strategy.
User can only manage / update the mother strategies (e.g.: run, stop, modify) and these actions will be propagated down the hierarchy.
Here you can see that a TWAP spawns multiple Slicers (SC) for a dynamic execution. Each Slicer has sent multiple orders at different sizes and intervals. The gauge inside the Slicer card tells you how much of it's intended volume it filled, and the bottom bar on each order (inside the Slicers) indicates how much was filled of the order. Clicking the "Order" tab will display just the orders.
Child Strategy Details
You can click a child strategy to inspect it.
Updating a live trading strategy
You can update the parameters of a live trading strategy by clicking the settings button. It's important to note that the update applies to the mother strategy. This will open the update panel.
Algorithmic Trading Strategies in Volven
| Strategy | Purpose | Subscription Requirement |
|---|---|---|
Smart Order (SMO) | Fast and passive trade execution | Basic |
Slicer (SC) | Mini TWAP, maximum duration 15mins | Basic |
Advanced Limit Order (ALO) | Limit order with Take Profit and Stop Loss | Experienced |
Time-Weighted Average Price (TWAP) | Executes your order over a given time period | Experienced |
TWAP Arbitrage (TARB) | TWAP with dynamic Take Profit and Stop Loss | Day Trader |
Bulk Converter (BC) | Trades assets a in many-to-one format | Day Trader |
Cobra (CO, In development) | Countertrades abnormal spikes and flushes | Day Trader |
Drive Market Making (DMM) | In-house market making algorithm | On-demand rental |
Single Exchange Market Making (SMM) | In-house market making algorithm | On-demand rental |
Trend Market Making (TMM) | In-house market making algorithm | On-demand rental |
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