automated trading platform- presentation

8/7/2019 Automated Trading Platform- Presentation

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Presented by

- Ankit Arora



AGENDA

� AUTOMATED TRADING SYSTEM

� VARIOUS ENVIRONMENTS (TEST / LIVE)

� TECHNOLOGY� ADMIN AND USER FEATURES

� VARIOUS FUNCTIONALITIES



AUTOMATED TRADING PLATFORM

� INTRODUCTION

� STAKEHOLDERS

- SOFTWARE VENDOR- BROKERAGE HOUSE

- STOCK EXCHANGE

- THIRD PARTIES

� ARBITRAGE



OVERVIEW

� WHAT IS ARBITRAGE?

� WHAT IS TEST MARKET ENVIRONMENT ?



OVERVIEW

� WHAT IS NSE APPROVAL?

� WHY IT IS NEEDED?

� WHAT PARAMETERS NSE TAKES INTOCONSIDERATION?



TECHNOLOGY



ADMIN FEATURES

1. Bring up the system

2. Create new user

3. Assign and modify user rights.

4. Reset user password5. Set RMS validation

6. Set margin for users

7. De-activate user

8. Ban/unban security

9. Bring down the environment



Bringing up the system

� As an admin, you will be responsible for

bringing up the environment of the ATS.

� ATS is provided with two environment to

connect- the Test Dummy environment and

the Production environment.



RISK MANAGEMENT PARAMETERS

Set RMS Validation

One of the basic functionalities of the admin user is to set the RMS

parameters of individual users. Using this feature admin can edit/ initialize

RMS parameters of the users.

To set RMS parameters:

Admin sets:

FO Single Buy Order Qty.

FO Single Sell Order Qty.

FO Single Buy Order Value

FO Single Sell Order Value

FO Max Buy Qty

FO Max Sell Qty FO Max Buy Value

FO Max Sell Value

FO Total Turnover



BAN / UN-BAN SECURITY

� Admin can ban a particular security from

being traded.

� Feature- useful when NSE has prohibited a

particular Scrip from Trading on the exchange.

� If broker still tries to put the order which is

banned by the NSE, he is penalized by the

Exchange.

� Feature avoids user from being penalized for

trying to trade in banned entity.



USER FEATURES

� NET POSITION SCREEN

� ACTIVE THINKERS

� MODIFY THINKERS

� INSTANT SQUAREOFF

� OFFLINE THINKER ENTRY

� START THINKER

� PROFIT MARGIN

� LOSS MARGIN

� NUMBER OF LOTS

� STRATEGY



HOW TO GET STARTED?



HOW WE DO ARBITRAGE HERE ?

CREATE POSITION:

BUY CURRENT FUT & SELL NEXT MONTH FUT

CLEAR POSITION:

SELL NEXT MONTH FUT & BUY CURRENT FUT

POCKET THE DIFFERENCE



NET POSITION SCREEN- PART 1



NET POSITION SCREEN- PART 2



Bringing down the Environment

� Admin brings down the environment when he

wants to disconnect from the exchange.

�All the connections made to the exchange areterminated and all the running core

components of the system are brought down.

�

Admin is prompted to confirm the action of bringing down the environment. Once

confirmed, the environment is brought down.



Thank You !

automated trading platform- presentation

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