Strategies
Trading strategies is the core of Volven.
Last updated
Trading strategies is the core of Volven.
Last updated
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.
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.
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.
You can click a child strategy to inspect it.
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.
| 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
