Quant & algo · India
Quant and algorithmic trading in India
What it is, what the rules allow, what a real system needs, and how to test an idea without fooling yourself. Written from practice by the team that builds these systems.
Algo trading in IndiaHow it works, what is allowed, and what it takesSEBI's algo trading rulesStatic IPs, order tagging, the ten-orders-a-second lineIs algo trading profitable?SEBI's own count of who makes money, and whyQuant trading in IndiaWhat quants do, who does it, how to beginBacktesting Indian marketsSeven ways a backtest lies, with real examplesBacktesting Nifty optionsExpiry days, lot sizes, costs and the days that decide itAlgo trading infrastructureThe parts of a production system, and how each failsBespoke algorithms by AurevianYour rules, engineered, tested and run
About these pages
Aurevian engineers bespoke trading algorithms, quantitative research and trading infrastructure, and publishes Aurevian Schema, a free research app on India's market.
These pages set out what we have learned doing that work. They are not investment advice and they do not sell a strategy.