Algo Trading

We are A Consulting firm in Mathematical Modeling and Quantitative Trading & Wealth Management and Algo trading models development.

EDUCATION STREAM

Quantitative trading is the systematic execution of trading orders decided by quantitative market models. It is an arms race to build more reliable and faster execution platforms (Computer sciences) and more comprehensive and accurate prediction models (Mathematics & Statistics).

OUR CLIENTS

  • Brokerage houses and hedge funds all over the world
  • Multinational corporations
  • Very High Net Worth Individuals
  • Investment Institutions
  • Individual clients

We will develop models for all Exchanges (NSE, NASDAQ etc), all Instruments (Equity, Forex, Commodity, and Derivatives etc), all Time Frames (Intraday, Week, Short Term, Long Term etc) and for all Market Participants (Arbitragers, Hedgers, Speculators etc) and also for all Market Types (Bullish, Bearish and Sideways).

STEP RESEARCH PROCESS

  • Hypothesis (Know about Market Insight)
  • Modeling (Input Analysis parameters )
  • Model validation( Back Test and Modifications)
  • Analysis & Strategy Building (Strategy Building Based on IDEAL 5)
  • Entry (Bid-Ask Spread, Leg Sequence, Liquidity etc)
  • Trade Management (Risk Parameters, Latest Market Info etc)
  • Exit (Profit or Stop)

TRADING INFRASTRUCTURE

  • Gateways to the exchanges and ECNs. (Through Brokers like Sharekhan)
  • Communication network for broadcasting and receiving information about, e.g., order book, events and order status.
  • API: the interfaces between various components, e.g., strategy and database, strategy and broker, strategy and exchange, etc.

OUR REALISTIC RESEARCH PROCESS:

  • Clean data
  • Align time stamps
  • Read Gigabytes of data
  • Extract relevant information
  • Handle missing data
  • Incorporate events, news and announcements
  • Code up the quant. Strategy
  • Code up the simulation
  • Wait a very long time for the simulation to complete
  • Recalibrate parameters and simulate again
  • Wait a very long time for the simulation to complete
  • Recalibrate parameters and simulate again
  • Wait a very long time for the simulation to complete

Benefits of Algorithmic Trading