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Algorithms Based Trading
 

Algorithms based trading aka Algorithmic trading involves the use of computer systems to take decisions in the capital market. This community talks about the various technical analysis, and algorithms that are being used in the industry

Tags:

stock trading, algorithms, capital markets

Category: Business Area
Industries: Investment Banking
Functional Areas: Equities
Moderation:  All Members
Visibility: Everyone
Members: 164
Jobs: 15
Articles: 31
Questions: 14
Debates: 4
Idea Contests: 0
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Topic of the week :  Liquidity Risk     Go to Topic
Treasurers of financial institutions, corporations, and government...
 
I am sure all are aware of the credit crunch in today's scenario. The present credit squeeze situation is arising out of the overstretching of the deployment of bank’s resources, as evident from the credit deposit ratio of 75.16 per cent, investment deposit ratio of 28.27 per cent and cash deposit ratio of 9.89 per cent, the cumulative total of which exceeds 113 per cent of the deposits as on October 10. It is, therefore, obvious that the excess 13 per cent comes from equity and float funds. Th
 
Top Rated Answer :
The current liquidity "crunch" (as you put it) last week was due to international investors expressing their concern over the role of domestic banks in the sub-prime loan. The expression of their concern was to divest themselves of the banking...
10 referals, 3 answers, 27 views
Referred by shavi chawla, B.Tech/B.E. fresher  | 2 years ago
question marks.......???
Hi, The recent guidelines from basel committee's on LRM is very descriptive and detailed. It has also talked about "sufficient liquidity", Liquidity risk tolerance limits, liquidity cushion, intra-day liquidity risk management, early warning...
Refer the IDASM technologies marketed by www.idasm.net . The company specializes in algorithms of various kinds and works on some of the most difficult areas of analytics. If the top consulting agencies like Accenture, Mckinsey or TCS cannot do the...
I think Risk Control does not play a role in tapping the returns, it plays a role in shaping the strategy itself and the way it trades the market, and, typically, particularly in High Frequency.
Answered by Varun Sood, Associate, JP MorganChase  | 3 years ago
No, to reduce market impact on trading, you can divide client accounts into several groups that can be rebalance on different days. The groups may end up with slightly different portfolios.Then you can again rerun the stock selection algorithm each...
Answered by Gandhi Rajan, Sr. Associate, ICICI Securities  | 3 years ago
The trouble is less with the algorithms themselves than it is ensuring other reporting requirements are met. If the algos can integrate their data sufficiently well with the OMS, that shouldn't be a problem.
Answered by Varun Sood, Associate, JP MorganChase  | 3 years ago
Basically Excel is good for proof-of-concept and mock-ups, but it's the wrong platform for developing algorithmic trading tools.
Answered by Kausik Panda, Sr. Associate, ICICI Securities  | 3 years ago
I think Algos based on price data / ticks are reaching their maturity stage of the product life cycle. More of trading will be done using this format in future. 
I would not consider Excel to be reliable for trading algorithms because it lacks modularization, version control, code data separation, and difficulty incorporating sufficient competent test and review into an Excel algorithm. I think there are...
Answered by Varun Sood, Associate, JP MorganChase  | 4 years ago
As a trader I will  likely need Excel and a .Net stack. J2ee provides a lot of functionality and Scalability through clustering. Super high performance needs, such as program trading, may benefit from more specialized high performance TP. But in the...
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