  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.
