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LoSTanSiBLE

Low Speed Trading and Small in Budget; Large Expenses - A data science exercise project for stock market trading.

Motivation and Objective

Primary target group are traders, in particular individuals, who

• have limited time resources prohibiting them to look after their stocks
• only want to put a small amount of money at risk, and
• due to the bullet point above, experience high fees when trading. We will consider the fees as high, if the minimum transaction fee makes up a significant single digit percentage of the amount of invested capital for a stock. See the example on order fees.

Key takeaway (see example)

For low volume trading, the order fees significantly reduce a trader's gross profit.

For this group of traders, LoSTanSiBLE aims to provide some algorithmic support. The objective is to make them successful at the stock market.

Project's Name

ansible - a fictional device for instantaneous communication. Source

In high frequency algorithmic trading, traders almost appear to have such an ansible. The technology invest in this area aims at minimizing communication delay and therewith freeing traders from this constraint. In this context, the ansible effect means that trading is free of external constraints (e.g. capital, time, delay) and only involves the pure stock values.

The project's name shall point to a specific type stock market trading, where traders have lost the ansible effect. In this situation traders are constrained in multiple ways: by their own investment capital, by their time, by decision and communication delays.

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