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This paper analyzes correlations in patterns of trading of different membersof the London Stock Exchange. The collection of strategies associated with amember institution is defined by the sequence of signs of net volume traded bythat institution in hour intervals. Using several methods we show that thereare significant and persistent correlations between institutions. In addition,the correlations are structured into correlated and anti-correlated groups.Clustering techniques using the correlations as a distance metric reveal ameaningful clustering structure with two groups of institutions trading inopposite directions.

Correlations and clustering in the trading of members of the London Stock Exchange