Processamento de Sinais Financeiros

Algorithmic trading (algo trade) is using computer programs to execute trades automatically based on predefined rules, mathematical models, or machine learning signals.

The idea: instead of a human watching charts and clicking buy/sell, an algorithm monitors market data in real time and executes trades in milliseconds — faster and more consistently than any human could.

Types of algo trading strategies:

  • Trend following — identify and ride market trends. Buy when the price is going up, sell when it’s going down. Simple in concept, hard in execution (when is a trend a trend vs. noise?).
  • Mean reversion — prices tend to return to their average over time. If a stock drops unusually far, buy it expecting a bounce back.
  • Arbitrage — exploit price differences between markets. If the same asset is priced differently on two exchanges, buy low and sell high simultaneously. Requires extreme speed.
  • Market making — provide liquidity by continuously offering to buy and sell, profiting from the bid-ask spread. High frequency, low margin per trade.
  • Statistical arbitrage — find correlations between assets and trade when they diverge from their usual relationship.
  • Sentiment analysis — analyze news, social media, and other text data to predict market movements.

Key components:

  • Signal generation — the model that identifies trading opportunities
  • Risk management — position sizing, stop losses, exposure limits. This is what keeps you alive.
  • Execution — actually placing trades with minimal market impact and latency
  • Backtesting — testing your strategy against historical data before risking real money

The danger: backtesting can be deceiving. Strategies that look amazing on historical data often fail in live markets. Overfitting, survivorship bias, and changing market conditions are real threats.

Related: Investing, Data crunching, Machine Learning