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Course Outline Algo Trading Module

This document outlines the course content for an Algorithmic Trading module offered by the National Stock Exchange of India. The module covers 6 key topics: 1) an introduction to algorithmic trading and trends, 2) order types and execution strategies, 3) trading strategies like arbitrage, 4) the system architecture used for algorithmic trading, 5) risk management specific to algorithmic and high-frequency trading, and 6) the audit and compliance processes required for algorithmic trading.

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nishitsardhara
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372 views

Course Outline Algo Trading Module

This document outlines the course content for an Algorithmic Trading module offered by the National Stock Exchange of India. The module covers 6 key topics: 1) an introduction to algorithmic trading and trends, 2) order types and execution strategies, 3) trading strategies like arbitrage, 4) the system architecture used for algorithmic trading, 5) risk management specific to algorithmic and high-frequency trading, and 6) the audit and compliance processes required for algorithmic trading.

Uploaded by

nishitsardhara
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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NATIONAL STOCK EXCHANGE OF INDIA LIMITED

DEPARTMENT : SBU-EDUCATION
NCFM COURSE OUTLINE

ALGORITHMIC TRADING MODULE

1. Introduction to Algorithmic Trading


Evolution of Algorithmic Trading
What is Algorithmic Trading?
Different Trading Methodologies
Trends in Algorithmic Trading: Global and India
Benefits of Algorithmic Trading
2. Order Types
Different Order Types
Execution Trading Strategies
3. Trading Strategies
Calendar Spread
Cash Future Arbitrage Strategy
Index Arbitrage
Pair Trading
News Based Trading Strategies
Conversion- Reversal
4. Algorithmic Trading: System Architecture
Market Data
CEP Engine
Order Routing / Order Manager
Colocation
Smart Order Routing (SOR)
Connectivity Options

5. Risk management in Algorithmic Trading


Different Stages involved in Risk Management
Risk Management Specific to High Frequency & Algorithmic Trading

Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai 400 051

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6. Audit and Compliance process


International Organization of Securities Commissions
Auditing Process and Requirements (As defined by NSE for member-broker)
SEBI Recommendations on Algorithmic Trading
Software Testing and Empanelment
Exchange Audits
Technology and System Audit
Compliance Requirements

Regd. Office : Exchange Plaza, BandraKurlaComplex, Bandra (E), Mumbai 400 051

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