Why do institutions run algos?

by Ashok Devanampriya

Today more than 50 percent of trading volumes in Indian markets are triggered by Algos, while it is more than 75 percent in the US. 

The algo trading system model: Part-II

by Ashok Devanampriya

In the second part, we discuss steps such as making portfolio decisions, reviewing results and real time validation

The 1st stage of Algo Trading – High level requirement document

by Ashok Devanampriya

Creating a document is not easy. Even if you document it clearly, the challenge is to explain the strategy to the developer in a language that he understands

 The 2nd stage of algo trading: The detailed requirement document

by Ashok Devanampriya

If the detailed requirement document is not clear, the programmer will never understand the strategy and the result will surely be a failure 

The 3rd stage of algo trading

by Ashok Devanampriya

In our previous article, we discussed high-level and detailed requirement documents. We will now move to the next crucial step of developing the strategy

How to use in-sample & out-sample data to build your algo strategy

by Ashok Devanampriya

After the developer has programmed the trading strategy, the next critical step is to do a logical backtest

How to conduct a robust backtest of your trading strategy

by Ashok Devanampriya

Clean data is the foundation of a good backtest. Don’t expect a precise outcome without a good input

The art of backtesting your algo (Part 2)

by Ashok Devanampriya

Psychologically, a trader can tolerate a lower profit scenario. It is very difficult to tolerate a very high drawdown scenario

Drawdowns are inevitable, trade so you live to fight another day

by Ashok Devanampriya

The acid test for an individual’s trading psychology is when facing an underwater equity curve and the drawdown stretches longer

Make the right portfolio decisions to enrich your trading journey

by Ashok Devanampriya

A sound trading journey involves making the right portfolio decisions on matters such as strategy, timeframe and asset classes 

The 7th stage of algo trading

by Ashok Devanampriya

In the article this week, we will deep dive into the ‘Strategy optimization’ process