摘要翻译：
算法交易源于金融市场上交易资产处理的数字化。自1980年以来，股票市场的计算机化提供了金融信息的实时处理。这一技术革命提供了确定交易最佳回报的过程和数学方法。目前的研究涉及到在一定周期内编程的自治事务系统和一些算法。这提供了交易者无法干预的回报机会。大约有三十种算法来帮助交易者，最著名的是VWAP，TWAP，TVOL。这些算法提供了最新的策略和决策是许多研究的主题。这些先进的建模决策自治代理可以为这些技术设想一个丰富的未来，玩家已经在使用超过30%的交易。
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英文标题：
《Le trading algorithmique》
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作者：
Victor Lebreton (CES)
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Trading and Market Microstructure        交易与市场微观结构
分类描述：Market microstructure, liquidity, exchange and auction design, automated trading, agent-based modeling and market-making
市场微观结构，流动性，交易和拍卖设计，自动化交易，基于代理的建模和做市
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一级分类：Computer Science        计算机科学
二级分类：General Literature        一般文献
分类描述：Covers introductory material, survey material, predictions of future trends, biographies, and miscellaneous computer-science related material. Roughly includes all of ACM Subject Class A, except it does not include conference proceedings (which will be listed in the appropriate subject area).
包括介绍性材料、调查材料、未来趋势预测、传记和其他与计算机科学相关的材料。大致包括ACM主题A类的所有内容，但不包括会议记录（将在适当的主题区域中列出）。
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英文摘要：
  The algorithmic trading comes from digitalisation of the processing of trading assets on financial markets. Since 1980 the computerization of the stock market offers real time processing of financial information. This technological revolution has offered processes and mathematic methods to identify best return on transactions. Current research relates to autonomous transaction systems programmed in certain periods and some algorithms. This offers return opportunities where traders can not intervene. There are about thirty algorithms to assist the traders, the best known are the VWAP, the TWAP, TVOL. The algorithms offer the latest strategies and decision-making are the subject of much research. These advances in modeling decision-making autonomous agent can envisage a rich future for these technologies, the players already in use for more than 30% of their trading.
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PDF链接：
https://arxiv.org/pdf/0810.4000