NCFM ALGORITHM TRADING

CHAPTER 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

CHAPTER: 2 Order Types 

• Different Order Types
• Execution Trading Strategies

CHAPTER 3: Trading Strategies

• Calendar Spread
• Cash Future Arbitrage Strategy
• Index Arbitrage
• Pair Trading
• News Based Trading Strategies
• Conversion- Reversal

CHAPTER 4: Algorithmic Trading: System Architecture

• CEP Engine
• Order Routing / Order Manager
• Colocation
• Smart Order Routing (SOR)
• Connectivity Options

CHAPTER 5: Risk management in Algorithmic Trading 

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

CHAPTER 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