Algo vs. Algo - With Pictures and Links

Algo vs. Algo is in the Febrauary 2007 issue of Institutional Investor Alpha Magazine
on pages 44-51.

Alas, the financial visualization examples could not be included in the print version. And copying long links is tedious, so I offered an electronic version with links and pictures.
It's downloadable here Download AlgosEdge0103.pdf

Here's a nice sample from Oculus, which will even move if the animated gif below works when you click the picture.

What you see (here or at the Oculus site) is a movie of the microstructure of the market for ORCL.  The limit order book shows sells in red or yellow and buys in blue and green. The heights of the "buildings" show size. The trade history recedes from the front on a visual conveyor belt, with the heights of those purple buildings corresponding to trade size. A striking feature is that when the bulk of buildings on the  buy or sell side of the book show a large imbalance, the price tends to move in that direction.

Hmm, maybe there is something to what they say about supply and demand.

This is suggestive of how a trader steering an algorithm might view the process. There would be overlays indicating which of the trades were yours, and the control parameters and levels for the algo.

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