We use the Django framework for most of our web apps (in house scanners) as it encourages rapid development & clean, pragmatic design.
3) Python
Python is extensively used for backtesting as various open-source modules like pandas, NumPy, Talib, Backtrader, FFN, Matplotlib, and many more data analytics & visualization tools are built on top of it.
Python helps us in analysing large datasets in a easy way
4) Postgres DataBase:
Postgres database nodes to store and retrieve a gigantic amount of data our market data API’s fetches from the exchange in real-time
Data across multiple instruments, across multiple expiries,across multiple strikes for last many years is stored
5)Machine Learning:
Bit of ML to optimise entry & exit conditions of specific systems
Decision Trees are employed to split data continuously according to a certain parameter.
Tools : Scikit-learn, TensorFLow & Keras
6)AWS Cloud Server & Digital Ocean
Used for storing all data that is generated & hosting virtual servers ( for websites & internal applications)
7a) Scheduling (Cron Job):
Under the hood of our various automated trading algos, alerts systems, risk management systems lie countless cron jobs which help schedule tasks.
Software interrupts are employed to manage synchronous events for our Algo trading bots.
7b ) Risk Management:
A master node collects all the events& logs them on a dashboard as a centralized knowledge hub for all open positions.
To keep check of an unsystematic risk event like exchange blackout etc the master dashboard provides endpoints to manually manage trades.
8) So I provided a quick & broad, overview of our stack.
In future posts, I’ll explain them in more detail & also introduce you to the tech team(not active much on twitter) & ask them to write detailed tech blog for tech geeks
1) I saw few tweets saying that this is the most difficult market ever.
As a trader, we have signed up for these risks & All we can do is be prepared & manage them
Lets have a look at days when markets action was crazier than current times !
2) 18th may 2009
Markets opened at 9:55 AM as this was the market opening time at that time
Nifty immediately hit an 20 % upper circuit at 10.01 am and the markets froze.
So markets were open only for 6 minutes.
3) 24th Aug 2015 (Vega Risk)
On 24th August 2015, the Indian markets declined close to 5.92%.
Nifty around 490 points but something unusual happened on that day.
Far otm Call options shot up inspite of such a huge fall😲
1) @sachin_rt is undoubtedly one of the greatest batsmen of all time & has played several amazing knocks. But one that stands out is his 241* at Sydney. He did not play a single cover drive in the entire innings
2) Look at his stance on the crease. Look at the balance. Perfect. Simply elegant. Looks so pleasing to the eye.
Even @bhogleharsha once said, “When Sachin hits a cover drive, the world seems all the more beautiful.”
3) But in the series against Australia. Sachin had been getting out by trying to drive the ball outside off.
He had scored just 88 runs in the previous three matches and had registered 2 ducks as well. So he decided that he needs to change something to score more runs
We have done this program at many large proprietary trading desks such as Futures First, KIFS Trade Capital, Marwari Shares etc and institutes like IIT-D, IIT-B,IIM-B, NMIMS,JBIMS to name a few.
So we surely have good credibility in the this domain :)