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.

Full transparency of strategies builds trust! You should feel in control of your trading.

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