smc algo trader (ppt)
TRANSCRIPT
®
ALGO TRADING
®
ALGO TRADING
ALGORITHMIC TRADING
Computer Program
Use of mathematical models
Benefits
�Defined set of instructions
�Frequent Trades
�Large quantity execution
�Not possible manually
�Complex trading Tools and Methods
�Quicker response to market information
� At best available price
�Minimal time lag
�Effective OMS
�Emotional Free Trading
�Back Testing of Strategies
�Automated checks
®
ALGO TRADING
REASONS - USE OF ALGO TRADING
22%
20%
14%
13%
11%
7%
6%
4%3%
Anonymity
Trader Productivity
Speed
Execution Consistency
Cost Optimisation
Reduced Market Impact
Ease of Use
Customization
®
ALGO TRADING
SMC OFFERS
�World class charting system – AMI BROKER
�State of the art programming support
�Demo on Live Market Feed
�Back testing
�In house data Feed
�Trading Platform
�Multiple Scripts Addition
�Excel Based Strategies
�Low Fee Structure
�Service Support
�Server @ COLO
®
ALGO TRADING
®
ALGO TRADING
®
ALGO TRADING
SMC OFFERS
ALGO STRATEGIES:
Technical Based:
�Technical chart and indicator based strategies
�Use single or combination of technical indicators for buy/sell decisions
�Example: Moving Average Crossovers, Super Trend etc
Quant / Rule Based
�These are based on the price movement of a stock
�Mostly based on some mathematical model such as ratios, spreads
�Example: Scalping, Pair Trading, Multi Leg Option Strategies etc
®
ALGO TRADING
SMC OFFERS
� Trade execution at SMC server location
�Absolute customization of Strategies as per requirement
�Continuous monitoring and testing of strategies
�Improvisation in strategy in consultation with client
�Dedicated desk for ALGO trading support
�Confidentiality
�Flexibility in limits and exposure
�Flexibility in term of charting software
®
ALGO TRADING
CHALLENGES
EXCHANGE END
�1. Connection Issue 2. Broadcast Issue 3. Rejection Issue
SMC END
�Charting data disconnection (Though generally does not happen but possibility is not rules out)
� Server disconnection from tab or switch (Happens due to high fluctuations in line but reconnects automatically)
�Server down time (Possibility is very less, but risk always exists)
�Portfolio corruption (Corrupts if portfolio saved with Parameter values)
�Line down issue (In process of arranging back up line)
®
ALGO TRADING
Contact:
Vibhore Gupta – [email protected]
Anuj Bhagava – [email protected]
Landline:
011 – 30111000
Extn: 6821,6859