Saturday, January 18, 2014

Algorithmic Trading in India (Brokers, Implementation, Retail users, platforms, tools, softwares, etc)

Algo Trading In India - Omnesys NEST Strategy - Nest algorithmic trading


Add high low and the decay from the cal and put so that u could be most close to the market
NIFTY 16-Jan-2014 26-Feb-2014 CE 6,200.00 229.75 231.90 205.85 223.30 225.00 223.30
NIFTY 16-Jan-2014 26-Feb-2014 PE 6,200.00 62.40 73.60 60.00 67.05 66.00 67.05

Algo trading, also called automated trading. Algo Trading converts your strategies into Automated Trading. It Support Platform like ODIN, NOW and FastTrade. It is the use of electronic platforms.

Whichever is expensive resuide the threshold for corrodir

MS / implementing strategy for volatility less than 16%

Research papers for

Cor residuals
AR 1 and different models

Important Links:

Sunday, January 12, 2014

Quantitative Investment - Pre course support

The topics that we offer are:

Intro to Probability (ref CFA L2, GARP FRM)
Time Series, Logistic & Multiple Regression (ref CFA L2, GARP FRM)
VBA programming: Sorting, Error handling (Refer to programming part of our course) – Excel power programming text book
Extreme value theory (FRM 2)
Numerical programming in MATLAB (a part of our MATLAB course)
Monte Carlo: Excel models based on GBM, ARIMA, Vaisec, Jump, etc
GBM: Brownian motion calculus
VAR (FRM Part 2)

The topics that are taken from FRM are a part of our course for the exam. You can assume the sub topics to be identical to the exam syllabus.

We are working to cover all topics given for CQI: