The TRADE 63 - Q1 2020 | Page 97

[ D ATA ] Figure 1: Broker A , Symbol = AMD, Date = 2019-05-03 Figure 2: Broker B , Symbol = AMD, Date = 2019-05-03 time. The second dimension we care about is the trading venue – we want to answer the question ‘where did we trade?’ The third dimension we care about is the way we interacted with the market – did we cross the spread and remove liquidity? did we post our order passively in the book provid- ing liquidity? or did we execute in a dark pool? – we want to answer the question ‘how did we trade?’ Unfortunately, pictures are two dimensional, so how can we show these three dimensions in a single picture? Well, fortunately, there are colour pictures! So maybe we can answer all three questions by devel- oping a colour image. We can show a time dimension along the horizon- tal dimension of our picture, and a venue dimension along the vertical dimension of our picture and then the colour can indicate how we traded. We use the property that any colour is a mixture of red, green and blue. So, if we use red to represent the ‘active’ volume from crossing the spread, blue to represent the ‘passive’ volume and green to represent dark volume, then we can combine three ways of interacting with a venue into a colour which is itself a mixture of active, pas- sive and dark volume. The intensity of the colour is proportional to the amount of volume while the actual colour is determined by the distribu- tion of active/passive/dark. When the pixel is red, it means the volume in that bucket was all active. If the pixel is blue, the volume was all passive, while if green, then the volume was all dark. Other colours are mixtures of these three ‘primary’ colours. This has real-life applications in evaluating the order routing of differ- ent brokers and can be used as an in- put into making algo wheel strategies. Analysing execution data in this way allows us to clearly see the differences in order routing between brokers both under similar and different trad- ing conditions. How differently do different algos trade? How similar are different brokers’ algos? How does my trading strategy influence my realised market impact? Consider the differences between the routing in Figures 1 and 2 above. These two images both show a single order in AMD done withing six weeks of each other. The x-axis represents the time of day, and in this example shows 30-minute time buckets between the open and close of the market (9:30 – 16:00). Each row shows a different trading venue. The colour shows the way the order was Issue 63 // thetradenews.com // 97