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Algorithmic Trading is defined as the actual entry and exit of a trade solely executed by a computer. High-Frequency Trading (HFT) is defined as high speed decision-making (sometimes several hundred) for entries and exits of trades in minutes and quite often in seconds. After 5 years of building artificially intelligent, machine learning driven algorithms, utilizing worldwide research, development and testing teams, Bach & Company  created a Market Making algorithm, that allows us to achieve the highest possible daily returns.

 

Our algorithms were created and designed to be decision-making algorithms that execute as many as several hundred predefined instructions within seconds. High-Frequency Trading falls under algorithmic decision-making, with extreme frequency of instructions being sent to the exchanges.  At Bach & Company, we provide liquidity to the marketplace through our market making activities – providing two-sided quotes to the market. Market making at occurs through a range of methods, giving us the ability to capitalize on a wide variety of opportunities presented each trading day.