Webinar: Algo Trading in Less Liquid Markets

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Can Algorithmic Trading Succeed in Less Liquid Markets?

Discover how Volue Algo Trader Power can enhance your trading performance across a variety of market environments, especially in less liquid markets. Through real-world use cases, we will dive into how algorithmic trading can be tailored to navigate unique challenges and maximise profitability, even when market liquidity is limited. Our expert speaker will cover:

• Easily customise your trading strategies - Learn how to customise algorithms to manage the volatility in intraday power markets. Discover how fine-tuned strategies can capture short-term opportunities while managing risk, even in less liquid market environments.
• Reduce slippage and maximise trading profits - See how algorithmic trading considerably improves your slippage and overall trading P&L. Rely on out-of-the-box proven trading algorithms for different use cases, like position closing, flexibility trading and proprietary trading.
• Leveraging execution performance for prop. trading - Understand how the proven performance of our algorithms can serve as a basis for different proprietary trading strategies, and how to use them successfully in illiquid markets. 

By the end of the session, you'll have practical insights into how algorithmic tradig can be customised for less liquid markets, along with actionable strategies to enhance your trading P&L. 

About the speaker

With well over a decade of experience in trading and research in financial markets, Felipe Lanza has been with Volue for two years, focusing on analysing and optimising trading performance for customers across various markets. Previously leading the Customer Success team for Short-Term Trading, delivering specialist support and consulting for Power and Gas, and now serving as Head of Trading Software.

Audience

This session is tailored for traders, operators, analysts and portfolio managers.