Method and Apparatus for Generating and Facilitating the Application of Trading Algorithms Across a Multi-Source Liquidity Market

A computer-implemented method for generating one or more trading algorithms, comprising the steps of:

• generating, via one or more processing units, display data representing a plurality of trading strategies;
• obtaining, from a user, trading strategy selection information, wherein the trading strategy selection information comprises information identifying one or more trading strategies of the plurality of trading strategies;
• generating the one or more trading algorithms based, at least in part, on the trading strategy selection information;
• and
• facilitating one or more trades in a liquidity market using the one or more generated trading algorithms.

An apparatus comprising:

• display data logic, configured to generate display data representing a plurality of user-configurable trading algorithm parameters;
• algorithm logic, operatively connected to the display data logic, the algorithm logic being configured to generate one or more algorithms based on algorithm parameter information obtained from a user, wherein the algorithm parameter information defines at least one characteristic of at least one of a plurality of user-configurable trading algorithm parameters;
• and
• trade facilitating logic, operatively connected to the algorithm logic, the trade facilitating logic configured to facilitate trades in a liquidity market, wherein the trades are based on the one or more algorithms generated by the algorithm logic.

A non-transitory computer-readable medium comprising executable instructions that when executed by one or more processing units cause the one or more processing units to carry out a method comprising:

• generating display data representing a plurality of user configurable trading algorithm parameters;
• obtaining algorithm parameter information, wherein the algorithm parameter information comprises information defining at least one characteristic of at least one user configurable trading algorithm parameter of the plurality of user configurable trading algorithm parameters;
• generating the one or more trading algorithms based, at least in part, on the algorithm parameter information;
• and
• facilitating one or more trades in a liquidity market using the one or more generated trading algorithms.

A non-transitory computer-readable medium comprising executable instructions that when executed by one or more processing units cause the one or more processing units to carry out a method comprising:

• generating display data representing a plurality of trading strategies;
• obtaining trading strategy selection information, wherein the trading strategy selection information comprises information identifying one or more trading strategies of the plurality of trading strategies;
• generating the one or more trading algorithms based, at least in part, on the trading strategy selection information;
• and
• facilitating one or more trades in a liquidity market using the one or more generated trading algorithms.