HFT, on its own, is exactly what the name suggests- extremely fast, high frequency trades. Instead of placing a trade per second, High Frequency Trading firms have reached a point where they can place multiple trades within nanoseconds. Not milliseconds (1/1000th of a second) or microseconds (1 millionth of a second), but nanoseconds- that is, 1 billionth of a second.
Backtesting and Optimization to be pretty much essential step in trading strategy development. If the strategy is not performing well in the backtest results we can skip the system and move on to the next one. But if the backtest results are good then one should be extra cautious as most of the times backtesting your own Trading Strategy might give interesting results. However when comes to practical trading the scenario might be completely different and most of the times it results in a poor performance or lower than the expected backtest results.
Trading Inflation CPI number is very big fundamental economics indicator for trading NSE.But according to our complete analysis it shows. Trading on CPI number depends upon various factors i.e expectation of market CPI Number & Its future projection for Year by Top Investing companies & Stable Govt. & their policies.
Over the past few Year’s, there has been a quick shift towards algo / Quant HFT (High Frequency Trading) based trading, Where as Asset managers make 24% return in market & HFT traders make 300% Return. Both among long-term investors using execution algorithms to lower trading costs and short- term investors automating market making and statistical arbitrage strategies
Shanghai Futures Exchange (SHFE) is regulated by the China Securities Regulatory Commission (CSRC). At present, futures contracts’ underlying commodities, i.e., gold, silver, copper, aluminum, lead, steel rebar, steel wire rod, natural rubber, fuel oil and zinc, are listed for trading.
Do you know Bombay Stock Exchange India Is going to be world best trading venue for High frequency & market making traders. Their are various reason few of them I am going to mention below.
Historical market data is needed in both analytics and risk management for strategy back-testing, instrument pricing, and Monte- Carlo simulations. For example, a quant may require interest rates for the past ten years in order to simulate how they may behave and affect the fixed income portfolio of the trading desk in the future.
Latency arbitrage is the practice of buying or selling an trading instrument slightly ahead of other market participants, by taking advantage of small delays in price dissemination. So Measuring the Latency between Exchanges makes sense when comes to Inter Commodities Hedging or Inter-Country Latency arbitrage.
Top 10 Stock Exchanges in the world which are highly liquid and thicker markets which suits mostly for High frequency trading environment.
Trade Exit strategies are more complex in nature as compared to Trade In Strategies. It involves different types of analysis i.e Technical Based, Fundamental based& Quantitative based.
The Singapore Exchange, which is started trading in Nifty options in December 2011, may very well see a significant portion of volumes moving overseas.Lower transaction costs due to lower taxation will likely result in Singapore emerging as the destination of choice for trading in Nifty options, suggest some experts
When I meet India’s & International Top Prop Desk MD or CEO.Their main concern is Not about Returns.But its Risk Which occurs due to Technology.So we short listed some important points to highlight the Risk occurs due to High Tech Technology used in financial Markets.In our conclusion we provide solution to this problem.