Program trading strategies happen behind the scenes. They trade without emotion and can be highly profitable.

A real-time quote shows actual security prices at that moment in time without a time delay and is imperative in fast markets and high-frequency trades.

The specialist short sell ratio compares the short positions held by New York Stock Exchange specialists to those held by the overall market.

Well-organized trading screens can speed up complex decision making.

Statistical arbitrage is one of the most influential trading strategies ever devised. Learn how it is leveraged by investors and traders seeking profits.

Quote stuffing is a tactic used by high-frequency traders that involves placing and canceling large numbers of orders within very short time frames.

So-called maker-taker fees offer a transaction rebate to those who provide liquidity (the market maker) while charging customers who take that liquidity.

Dark pool liquidity is the trading volume created by institutional orders executed on private exchanges and unavailable to the public.

An alternative trading system (ATS) is a loosely regulated venue for matching the buy and sell orders of its subscribers.

The stock market crash of 1987 was a rapid and severe downturn in stock prices that occurred over several days in late October of 1987.