Automated trading systems

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Automated trading systems / Algorithm trading systems

Set of rules, instructions, conditions coded into a computer software to predict movement in financial capital market. Also referred as systematic trading, robotic trading. An automated trading system or algorithm trading systems monitor trends or swings based on technical indicators, fundamental information and statistical information. Such information are interpreted by software from live streaming of market data feed and historical data. Algorithm trading systems are used by portfolio managers, hedge funds, prop trading desk and retail traders.

Key behind algorithm trading is elimination of human errors as these systems eliminates any human emotions and 100 % discipline approach. Design of algorithm trading systems are very robust and can make decision in nano seconds. Automated trading systems or algorithm trading systems are capable to incorporate any custom conditions and complex rules.

At Tvisi Algo Systems, we offer cost effective coding and consultancy services in automated trading domain. Our team is highly proficient in developing and designing of advanced trading systems in python, C#, JAVA, C++. We work hard to design trading systems according to our clients custom requirements.


Steps for automated trading systems

Demand for automated trading is on rise with increased participation of institutional traders, increase in retail traders and investors in all major capital markets. Selection of broker, type of auto trading system, technology selection to design your custom trading systems are of vital importance.

We have expertise and experience in automated trading domain and have an efficient team of quantitative programmers who are capable of designing and developing trading systems utilizing advanced mathematical models. Our team has expert programmers with skills in Python, C#, JAVA, VB, C++ and also understands trading and investmens terminologies.

Our approach for programming automated trading systems is streamlined, we discuss with our clients on skype or over telephonic calls, we document our client's requirement step by step to ensure our understanding is on same page with our clients.

We believe in 100% accuracy when it comes to automated trading. Our programmers ensures all special cases, wild market scenarios are captured and are thoroughly tested. We also assist our clients with setting up trading desk setup, configuration of robots with broker's API and other third party trading tools or third party data feed providers.


Backtesting and Strategy Optimization

Strategy backtesing is an essential tool to check if your strategy makes money over a period of time. Backtesting simulates your strategy trades on historical data. Instead of testing strategy with real money which could take months or year with risk of loosing money, a trader can simulate his / her trading strategies on historical data in order to gauge its effectiveness and check backtesting report. Backtesting provides simulated results for your strategy which will closely overlap with live trading results.

We have a dedicated research team experienced with Python, C#, JAVA, C++, R, Matlab, Excel and other statistical tools. Our team can assist you with research, analysis, reporting and optimization of your trading strategy. We can also code custom backtesting software. Custom backtesting software can have parameters for optimization, dynamic portfolio creation, create your own strategy or strategies and simulate backtesting one or universe of stocks.

  • We can assist you to prototype your trading strategy model
  • We can backtest strategy over 10 years of history data
  • Our backtest software can simulate on any chart time frame. Historical data can be tick by tick or any custom OHLC candle bars
  • Backtest software can generate reports with risk analysis : mean returns, volatility, alpha, beta, maximum draw down, sharpe ratios and graphical representation

High Frequency Trading

Also known as HFT - a trading platform that run on powerful computers to transact a large number of orders at very fast speeds. Use of complex algorithms, best execution techniques, avoiding slippages are key for successful HFT systems. A HFT strategy opens trades or positions for few seconds. Institutions doing high frequency trading borrow significant leverage, do not accumulate trades or positions overnight, typically liquidate their all positions by end of market. High frequency trading systems requires high cost infrastructure setup, co-location server facility near exchange, round trip communication between HFT system and exchange should be minimal through very fast leased line internet, fast live market data feed. We provide consultancy for setting up best high frequency trading (HFT) desk.

Algorithms for HFT rely heavily on processing speed, data feed quality, direct market access, minimal transaction cost, smart order routing capabilities, order management and risk management makes HFT system highly scalable.

Types of HFT systems.
  • Market making
  • Event / Statistical arbitrage
  • Low latency strategies
  • Jobbing, Scalping

History and real time live data feed

History and live data feed providers for forex, commodities, stocks from all major global exchanges. Accessibility to live and history data feed is provided by data feed vendors through python api, .NET api, JAVA api, C++ api and direct history data download to excel or .csv files. History data time frame can go minimum upto 5 secs OHLCV candles bars. Major live data feed providers provides live tick by tick quotes or snapshot of few milliseconds quotes data.

Our in-house product history data download software developed on Interactive Brokers api can download history data for forex, stocks, commodities, options, index, ET with different chart time frames. Click here : for IB History data download software. We can also code history download software on any data feed vendor.

Many data feed providers also provides real time interactive charts with backtesting and market scanning. Below is the list of major history and live data feed vendors.

  • eSignal : Stock charting software -- eSignal Products and costs
  • Nanex - Nanex currently offers historical market data from January 2004 to the present day. The data is in the NxCore tape file format. - Nanex Products
  • IQFeed - Equities, options, futures, commodities and fixed income securities, real-time news wires, historical data and more. - IQFeed Products
  • CQG : Trading platform, global market data, and advanced analytics -- CQG Products
  • Interactive Brokers : A Broker with advanced charting, real time and history data, automated trading api in python, c++, .net, JAVA and more -- IB Product Listings
  • Dukascopy Bank : A Broker with Historical Data Feed provides data for variety of financial instruments (e.g. Forex, Commodities and Indices). -- Historical Data Feed
  • Pitrading : Packed over 27 GB of 1 minute intraday historical data for over 400 of the most popular & actively traded symbols for stocks, indices, futures and forex.
  • Quantpedia : Comprehensive list of history data provider for different trading instruments

Algo Trading India

Algorithm trading in India started in 2008, automated trading has brought many significant changes in Indian markets and trading community. In the US and other developed markets, High Frequency Trading and Algorithmic trading accounts almost 73%. According the recent reports, 15% increase in automated trades on BSE and almost 49% of trades happening on NSE are through automated platforms.

Securities & Exchange Board of India (SEBI), started allowing Direct Market Access (DMA) facility on April 03, 2008 which facilitates trading by institutional clients without manual intervention by brokers. DMA permits direct access of exchange trading system through broker's infrastructure with no manual intervention.

Trading platforms for Indian markets
  • Interactive Brokers : Free trading API, do not require SEBI approval, free history data & real time data, competitive commissions. Supported exchange : NSE
  • Omnesys NEST : More suitable for brokers, group of traders, institutions, does require SEBI approval. Supported exchange : NSE, BSE, MCX
  • Deltix : Widely used for quantitative research and for automated trading by institutions, hedge funds.
  • Zerodha PI : Advanced charting, Algos, strategies, and back testing, Historical data, Expert advisors and more.
  • Zerodha PI v/s Omnesys NEST
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