SlideShare a Scribd company logo
-An Overview
  September 2012
Features of Atlas
Features of Atlas
• Fully   Automated      Event    Driven
  Platform
• Medium Frequency & Low Frequency
  Trading Support
• White Box Mode & Grey Box Mode
• Multi-User, Multi-Exchange and Multi-
  Instruments(NSE CM, FO, BSE CM,
  CDS and Commodities)
• Scalable Client Server Architecture
(Contd.)
• 100+ Technical Indicators & growing
• Support for User Developed Custom
  Strategy
• Easy Scripting Language Support
• Full Fledged Optimization Engine
• Back Testing and Paper Trade facility
• Trade     with   Fundamental      and
  Technical Strategies
• Portfolio Manager and Order Manager
(Contd.)
• Genetic Algorithm, Ant Colony and
  Brute Force for Optimization
• Easy to use 20+ Mathematical and
  Logical Operators
• 800 orders/sec throughput
• 999X999(~Million)    Strategies per
  Server
• Support for Explicit Linear & non-
  Linear Models
Latency & Benchmark
 Testing Parameters
Latency
• Broadcast Source to Signal Generator:
  0.5-2 milliseconds.
• Signal Generator to Order Manager:
  4-5 milliseconds.
• Order Manager to Exchange & back :
  130 milliseconds.
• The total turnaround time is on an
  average 140-150 milliseconds.
Benchmark Testing
Parameters
• 200 Strategies with around 10
  Generating Signals at the same time.
• Each Strategy having around 6-7
  Technical Indicators
• Each Strategy having around 5-6
  Condition Checks
• Around 5 different bar lengths for the
  Strategies
Steps to Profit
• Create Strategy using Indicators and
  Mathematical Operators
• Back Test and Optimize Strategy
• Paper Trade in Live Market
• Deploy Strategies
• Make Profits
• View Reports
Creating Strategy
Strategy                    Base
 Editor                    Stocks




 Stocks                  Strategy
To Trade                Conditions
Atlas Architecture
Technical Indicators
    & Operators
Indicators
                                                          Commodity Channel
   Abs             Absolute                 CCI                Index                    FAMA                     FAMA


  ADDARR        Add Two Array         ChaikinMoneyFlow    Chaikin Money Flow          ForceIndex              Force Index
              Add An Array with
  ADDVAL          Constant            ChaikinOscillator    Chaikin Oscillator             GD                Generalise DEMA

                 Accumulation                                                    GenralStochasticCalcu     General Stochastic
   ADI         Distribution Index     ChoppinessIndex      Choppiness Index              lator                Calculator
              Average Directional                         Commodity Selection
   ADX              Index                   CSI                Index                     HMA              Hull Moving Average
                                                                                 IntraDayMomentumIn       Intraday Momentum
  ADX_DX       Directional Index          DivideArr        Divide Two Arrays             dex                     Index
                                                          Divide An Array with
ADX_DIPOS         DI Positive             DivideVal             Constant                  Log              Logarithmic Array
                                                                                                          Least Square moving
ADX_DINEG         DI Negative           DoubleEMA             Double EMA                 LSMA                   Average
                                                                                                             Moving Average
                                                                                                              Convergence
   ATR        Average True Range       DownAverage          Down Average             MACD_HIST            Divergence histogram
                                                                                                             Moving Average
                                                                                                              Convergence
BBANDS_UP    Bollinger Bands High      ElderRay_Bear        Elder Ray Bear            MACD_SIG              Divergence signal
                                                                                                             Moving Average
                                                                                                              Convergence
BBANDS_MID   Bollinger Bands Middle     ElderRay_Bull        Elder Ray Bull          MACD_LINE               Divergence line

                                                          Exponential Moving                                Market Faciliation
BBANDS_LOW    Bollinger Bands Low           EMA               Average            MarketFaciliationIndex          Index
Indicators
                                               PercentageVolumeOs    Percentage Volume                       Random walk index
     MassIndex             Mass Index              cilator_PVO            Oscillator         RWI_HIGH              high
                                               PercentageVolumeOs Percentage Volume
      MAMA            Mesa Moving Average         cilator_Smooth  Oscillator Smoothing         ShiftArr           Shift Array
                       Maximum of last n                                                                        Simple Moving
     MAX_VAL           values in a Array       PerformanceIndicator Performance Indicator       SMA                Average


    MedianPrice           Median Price         PositiveVolumeIndex Positive Volume Index      SmaSlope            SMA Slope
                                                                                                            Stochastic Oscillator K
       MFI              Money Flow Index              PSAR              Parabolic SAR       Stochastic_K           output
                                                                                                            Stochastic Oscillator D
    MultiplyArr        Multiply Two Array              PVT           Price Volume trend     Stochastic_D           output
                      Multiply An Array with                                                                 Stochastic Oscillator
    MultiplyVal              Constant                 qStick                Qstick          Stochastic_SD        SD output
                                               RelativeMomentumInd   Relative Momentum
  NDayRule_HIGH         N Day Rule High                 ex                  Index              SubArr        Subtract Two Array
                                                                                                              Subtract An Array
  NDayRule_LOW           N Day Rule Low               ROC              Rate Of Change         SUBVAL            with Constant
                        Negative Volume                               Relative Strength
NegativeVolumeIndex          Index                     RSI                  Index            SuperTrend          Super trend
NetMomentumOscilat       Net Momentum                                 Realtive Volatility
       or                  Oscillator                  RVI                  Index            Swing_Up         Swing Up output

                                                                     Random walk index
       OBV             On Balance Volume            RWI_LOW                low              Swing_Down       Swing Down output
Indicators
          T3                   Triple-smoothes         WilderEMA             Wilder EMA
                          Triple Exponential Moving
        TEMA                       Average            WilderSmooth         Wilder Smoothing
                                                                     William Variable Accumulation
TraingularMovingAverage   Triangular Moving Average      WVAD                 Distribution


  TrendScoreIndicator       Trend Score Indicator       WilliamsR             Williams R


         Trix                       Trix                 WMA           Weighted Moving Average
                                                                     Extended Average Directional
          TSI                True Strength Index      XD_ADX_ADX          Index ADX output
                                                                     Extended Average Directional
      UlcerIndex                 Ulcer Index           XD_ADX_DX           Index DX output
                                                                     Extended Average Directional
        UOSC                 Ultimate Oscillator      XD_ADX_DIPOS      Index DI Positive output
                                                                     Extended Average Directional
      UpAverage                  Up Average           XD_ADX_DINEG        Index DINeg output
                                                                     Extended Commodity Selection
         VMA              Variable Moving Average        XD_CSI                 Index


      Vortex_Pos           Vortex Positive Output        ZLMA          Zero Lag Moving Average


      Vortex_Neg           Vortex Negative Output
Operators
     OprAND               Boolean And             OprADD        Mathematical Addition


      OprOR                Boolean Or             OprDIFF     Mathematical Subtraction


  OprCROSSABOVE           Cross Above            OprPROD      Mathematical Multiplication


  OprCROSSBELOW           Cross Below             OprDIV        Mathematical Division


     OprISLESS            Is Less Than          OprQUOTIENT     Mathematical Quotient


   OprISGREATER          Is Greater Than          OprMOD       Mathematical Remainder


   OprISEQUALS               Is Equal


  OprISNOTEQUALS           Is Not Equal


 OprISLESSEQUALS      Is Less Than or Equal

OprISGREATEREQUALS   Is Greater Than or Equal


    OprMAXOF              Maximum of


     OprMINOF              Minimum of
Our Offerings
Our Offerings
• Includes Strategy Creation Module,
  Back Testing and Deployment Module
  including Server and Client
• Genetic, Ant Colony and Brute Force
  Optimization
• Pre-Bundled Strategy and Advanced
  Reporting.
• Installation, 3 days of extensive
  training and hand-holding.
• 30 Days Trial.
The Company
• Started by 3 ex-NSE employees and
  an IIT – KGP Alumnus
• To create World Class Products for
  the Domestic Financial Market
• Using the Best Available Technology
  and Research
• Best in Class Service
• To Delight Customers Always
The Team
• Founding Members
   • Jimson Kuttikkadan
     (9 years experienced Developer, Ex- NSE)
   • Yogesh Iparkar
     (7 years experienced Developer, Ex- NSE)
   • Rahul Patel
     (6 years experienced Developer, Business
     Analyst, Ex- NSE)
   • Sidharth Mallik
     (Fresh from IIT KGP, Integrated MSc. in Maths
     and Computer)
Road Ahead
Road Ahead
• Comprehensive set of 250 Technical
  Indicators
• Dictionary for Custom Algorithm Editor
• Smart Order Routing
• Comprehensive In Built Risk Management
• Strategy and Scrip Level Reports for
  Analytics and Fine Tuning
• FIX 4.X Implementation
• Comprehensive Execution Algorithms
Thank You
 +91-22633010

More Related Content

Viewers also liked

Методология прогнозирования ресурса нефтегазового оборудования
Методология прогнозирования ресурса нефтегазового оборудованияМетодология прогнозирования ресурса нефтегазового оборудования
Методология прогнозирования ресурса нефтегазового оборудованияpekkltd
 
композиционные электролитические покрытия на основе редких и цветных металлов
композиционные электролитические покрытия на основе редких и цветных металловкомпозиционные электролитические покрытия на основе редких и цветных металлов
композиционные электролитические покрытия на основе редких и цветных металловpekkltd
 
предложение поставки
предложение поставкипредложение поставки
предложение поставки
pekkltd
 
Eyl counselor
Eyl counselorEyl counselor
Eyl counselor
TRK2012
 
арсланбапка саякат
арсланбапка саякатарсланбапка саякат
арсланбапка саякатAziza Bekbolotova
 
Misteeq Media
Misteeq Media Misteeq Media
Misteeq Media
doublezeezee
 
развитие квалиметрии метизного производства на основе методологии функционально
развитие квалиметрии метизного производства на основе методологии функциональноразвитие квалиметрии метизного производства на основе методологии функционально
развитие квалиметрии метизного производства на основе методологии функциональноpekkltd
 
สังคม 50
สังคม 50สังคม 50
สังคม 50yyyim
 
Fish bone
Fish boneFish bone
Fish bone
Lamul Sathuram
 
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
pekkltd
 
Curso de líquidos penetrantes nivel i y ii
Curso de líquidos penetrantes nivel i y iiCurso de líquidos penetrantes nivel i y ii
Curso de líquidos penetrantes nivel i y ii
Marcelo Quispe Martinez
 
Panduan untuk dftar pertubuhan
Panduan untuk dftar pertubuhanPanduan untuk dftar pertubuhan
Panduan untuk dftar pertubuhan
PERAJA NEGERI JOHOR
 
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
PERAJA NEGERI JOHOR
 
Borang PANDUAN CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
Borang PANDUAN  CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM Borang PANDUAN  CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
Borang PANDUAN CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
PERAJA NEGERI JOHOR
 
Energy conservation with new bruckner stenter
Energy conservation with new bruckner stenterEnergy conservation with new bruckner stenter
Energy conservation with new bruckner stenter
gauravyex11
 
Procure to pay ppt
Procure to pay pptProcure to pay ppt
Procure to pay ppt
tiffanymaetua
 

Viewers also liked (16)

Методология прогнозирования ресурса нефтегазового оборудования
Методология прогнозирования ресурса нефтегазового оборудованияМетодология прогнозирования ресурса нефтегазового оборудования
Методология прогнозирования ресурса нефтегазового оборудования
 
композиционные электролитические покрытия на основе редких и цветных металлов
композиционные электролитические покрытия на основе редких и цветных металловкомпозиционные электролитические покрытия на основе редких и цветных металлов
композиционные электролитические покрытия на основе редких и цветных металлов
 
предложение поставки
предложение поставкипредложение поставки
предложение поставки
 
Eyl counselor
Eyl counselorEyl counselor
Eyl counselor
 
арсланбапка саякат
арсланбапка саякатарсланбапка саякат
арсланбапка саякат
 
Misteeq Media
Misteeq Media Misteeq Media
Misteeq Media
 
развитие квалиметрии метизного производства на основе методологии функционально
развитие квалиметрии метизного производства на основе методологии функциональноразвитие квалиметрии метизного производства на основе методологии функционально
развитие квалиметрии метизного производства на основе методологии функционально
 
สังคม 50
สังคม 50สังคม 50
สังคม 50
 
Fish bone
Fish boneFish bone
Fish bone
 
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
Развитие технологий перевозок навалочных и наливных грузов в универсальных ко...
 
Curso de líquidos penetrantes nivel i y ii
Curso de líquidos penetrantes nivel i y iiCurso de líquidos penetrantes nivel i y ii
Curso de líquidos penetrantes nivel i y ii
 
Panduan untuk dftar pertubuhan
Panduan untuk dftar pertubuhanPanduan untuk dftar pertubuhan
Panduan untuk dftar pertubuhan
 
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
Krtas kerja futsal terbuka 1malaysia piala haron hj jaffar 2011
 
Borang PANDUAN CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
Borang PANDUAN  CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM Borang PANDUAN  CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
Borang PANDUAN CONTOH MENGISI BORANG PERMOHONAN PERUNTUKAN PROGRAM
 
Energy conservation with new bruckner stenter
Energy conservation with new bruckner stenterEnergy conservation with new bruckner stenter
Energy conservation with new bruckner stenter
 
Procure to pay ppt
Procure to pay pptProcure to pay ppt
Procure to pay ppt
 

Recently uploaded

How to Use Payment Vouchers in Odoo 18.
How to Use Payment Vouchers in  Odoo 18.How to Use Payment Vouchers in  Odoo 18.
How to Use Payment Vouchers in Odoo 18.
FinShe
 
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
Falcon Invoice Discounting
 
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
nimaruinazawa258
 
Who Is Abhay Bhutada, MD of Poonawalla Fincorp
Who Is Abhay Bhutada, MD of Poonawalla FincorpWho Is Abhay Bhutada, MD of Poonawalla Fincorp
Who Is Abhay Bhutada, MD of Poonawalla Fincorp
beulahfernandes8
 
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdfSeeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
Ashis Kumar Dey
 
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
sameer shah
 
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
k4ncd0z
 
Economic Risk Factor Update: June 2024 [SlideShare]
Economic Risk Factor Update: June 2024 [SlideShare]Economic Risk Factor Update: June 2024 [SlideShare]
Economic Risk Factor Update: June 2024 [SlideShare]
Commonwealth
 
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
28xo7hf
 
Dr. Alyce Su Cover Story - China's Investment Leader
Dr. Alyce Su Cover Story - China's Investment LeaderDr. Alyce Su Cover Story - China's Investment Leader
Dr. Alyce Su Cover Story - China's Investment Leader
msthrill
 
Upanishads summary with explanations of each upnishad
Upanishads summary with explanations of each upnishadUpanishads summary with explanations of each upnishad
Upanishads summary with explanations of each upnishad
ajaykumarxoxo04
 
Does teamwork really matter? Looking beyond the job posting to understand lab...
Does teamwork really matter? Looking beyond the job posting to understand lab...Does teamwork really matter? Looking beyond the job posting to understand lab...
Does teamwork really matter? Looking beyond the job posting to understand lab...
Labour Market Information Council | Conseil de l’information sur le marché du travail
 
The state of welfare Resolution Foundation Event
The state of welfare Resolution Foundation EventThe state of welfare Resolution Foundation Event
The state of welfare Resolution Foundation Event
ResolutionFoundation
 
Ending stagnation: How to boost prosperity across Scotland
Ending stagnation: How to boost prosperity across ScotlandEnding stagnation: How to boost prosperity across Scotland
Ending stagnation: How to boost prosperity across Scotland
ResolutionFoundation
 
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
Suomen Pankki
 
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdfOptimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
shruti1menon2
 
Independent Study - College of Wooster Research (2023-2024)
Independent Study - College of Wooster Research (2023-2024)Independent Study - College of Wooster Research (2023-2024)
Independent Study - College of Wooster Research (2023-2024)
AntoniaOwensDetwiler
 
What's a worker’s market? Job quality and labour market tightness
What's a worker’s market? Job quality and labour market tightnessWhat's a worker’s market? Job quality and labour market tightness
What's a worker’s market? Job quality and labour market tightness
Labour Market Information Council | Conseil de l’information sur le marché du travail
 
South Dakota State University degree offer diploma Transcript
South Dakota State University degree offer diploma TranscriptSouth Dakota State University degree offer diploma Transcript
South Dakota State University degree offer diploma Transcript
ynfqplhm
 
The Impact of Generative AI and 4th Industrial Revolution
The Impact of Generative AI and 4th Industrial RevolutionThe Impact of Generative AI and 4th Industrial Revolution
The Impact of Generative AI and 4th Industrial Revolution
Paolo Maresca
 

Recently uploaded (20)

How to Use Payment Vouchers in Odoo 18.
How to Use Payment Vouchers in  Odoo 18.How to Use Payment Vouchers in  Odoo 18.
How to Use Payment Vouchers in Odoo 18.
 
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
falcon-invoice-discounting-a-premier-investment-platform-for-superior-returns...
 
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
Tdasx: In-Depth Analysis of Cryptocurrency Giveaway Scams and Security Strate...
 
Who Is Abhay Bhutada, MD of Poonawalla Fincorp
Who Is Abhay Bhutada, MD of Poonawalla FincorpWho Is Abhay Bhutada, MD of Poonawalla Fincorp
Who Is Abhay Bhutada, MD of Poonawalla Fincorp
 
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdfSeeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
Seeman_Fiintouch_LLP_Newsletter_Jun_2024.pdf
 
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
STREETONOMICS: Exploring the Uncharted Territories of Informal Markets throug...
 
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
一比一原版(RMIT毕业证)皇家墨尔本理工大学毕业证如何办理
 
Economic Risk Factor Update: June 2024 [SlideShare]
Economic Risk Factor Update: June 2024 [SlideShare]Economic Risk Factor Update: June 2024 [SlideShare]
Economic Risk Factor Update: June 2024 [SlideShare]
 
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
真实可查(nwu毕业证书)美国西北大学毕业证学位证书范本原版一模一样
 
Dr. Alyce Su Cover Story - China's Investment Leader
Dr. Alyce Su Cover Story - China's Investment LeaderDr. Alyce Su Cover Story - China's Investment Leader
Dr. Alyce Su Cover Story - China's Investment Leader
 
Upanishads summary with explanations of each upnishad
Upanishads summary with explanations of each upnishadUpanishads summary with explanations of each upnishad
Upanishads summary with explanations of each upnishad
 
Does teamwork really matter? Looking beyond the job posting to understand lab...
Does teamwork really matter? Looking beyond the job posting to understand lab...Does teamwork really matter? Looking beyond the job posting to understand lab...
Does teamwork really matter? Looking beyond the job posting to understand lab...
 
The state of welfare Resolution Foundation Event
The state of welfare Resolution Foundation EventThe state of welfare Resolution Foundation Event
The state of welfare Resolution Foundation Event
 
Ending stagnation: How to boost prosperity across Scotland
Ending stagnation: How to boost prosperity across ScotlandEnding stagnation: How to boost prosperity across Scotland
Ending stagnation: How to boost prosperity across Scotland
 
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
Governor Olli Rehn: Inflation down and recovery supported by interest rate cu...
 
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdfOptimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
Optimizing Net Interest Margin (NIM) in the Financial Sector (With Examples).pdf
 
Independent Study - College of Wooster Research (2023-2024)
Independent Study - College of Wooster Research (2023-2024)Independent Study - College of Wooster Research (2023-2024)
Independent Study - College of Wooster Research (2023-2024)
 
What's a worker’s market? Job quality and labour market tightness
What's a worker’s market? Job quality and labour market tightnessWhat's a worker’s market? Job quality and labour market tightness
What's a worker’s market? Job quality and labour market tightness
 
South Dakota State University degree offer diploma Transcript
South Dakota State University degree offer diploma TranscriptSouth Dakota State University degree offer diploma Transcript
South Dakota State University degree offer diploma Transcript
 
The Impact of Generative AI and 4th Industrial Revolution
The Impact of Generative AI and 4th Industrial RevolutionThe Impact of Generative AI and 4th Industrial Revolution
The Impact of Generative AI and 4th Industrial Revolution
 

Atlas - An Overview

  • 1. -An Overview September 2012
  • 3. Features of Atlas • Fully Automated Event Driven Platform • Medium Frequency & Low Frequency Trading Support • White Box Mode & Grey Box Mode • Multi-User, Multi-Exchange and Multi- Instruments(NSE CM, FO, BSE CM, CDS and Commodities) • Scalable Client Server Architecture
  • 4. (Contd.) • 100+ Technical Indicators & growing • Support for User Developed Custom Strategy • Easy Scripting Language Support • Full Fledged Optimization Engine • Back Testing and Paper Trade facility • Trade with Fundamental and Technical Strategies • Portfolio Manager and Order Manager
  • 5. (Contd.) • Genetic Algorithm, Ant Colony and Brute Force for Optimization • Easy to use 20+ Mathematical and Logical Operators • 800 orders/sec throughput • 999X999(~Million) Strategies per Server • Support for Explicit Linear & non- Linear Models
  • 6. Latency & Benchmark Testing Parameters
  • 7. Latency • Broadcast Source to Signal Generator: 0.5-2 milliseconds. • Signal Generator to Order Manager: 4-5 milliseconds. • Order Manager to Exchange & back : 130 milliseconds. • The total turnaround time is on an average 140-150 milliseconds.
  • 8. Benchmark Testing Parameters • 200 Strategies with around 10 Generating Signals at the same time. • Each Strategy having around 6-7 Technical Indicators • Each Strategy having around 5-6 Condition Checks • Around 5 different bar lengths for the Strategies
  • 9. Steps to Profit • Create Strategy using Indicators and Mathematical Operators • Back Test and Optimize Strategy • Paper Trade in Live Market • Deploy Strategies • Make Profits • View Reports
  • 10. Creating Strategy Strategy Base Editor Stocks Stocks Strategy To Trade Conditions
  • 12.
  • 13.
  • 14. Indicators Commodity Channel Abs Absolute CCI Index FAMA FAMA ADDARR Add Two Array ChaikinMoneyFlow Chaikin Money Flow ForceIndex Force Index Add An Array with ADDVAL Constant ChaikinOscillator Chaikin Oscillator GD Generalise DEMA Accumulation GenralStochasticCalcu General Stochastic ADI Distribution Index ChoppinessIndex Choppiness Index lator Calculator Average Directional Commodity Selection ADX Index CSI Index HMA Hull Moving Average IntraDayMomentumIn Intraday Momentum ADX_DX Directional Index DivideArr Divide Two Arrays dex Index Divide An Array with ADX_DIPOS DI Positive DivideVal Constant Log Logarithmic Array Least Square moving ADX_DINEG DI Negative DoubleEMA Double EMA LSMA Average Moving Average Convergence ATR Average True Range DownAverage Down Average MACD_HIST Divergence histogram Moving Average Convergence BBANDS_UP Bollinger Bands High ElderRay_Bear Elder Ray Bear MACD_SIG Divergence signal Moving Average Convergence BBANDS_MID Bollinger Bands Middle ElderRay_Bull Elder Ray Bull MACD_LINE Divergence line Exponential Moving Market Faciliation BBANDS_LOW Bollinger Bands Low EMA Average MarketFaciliationIndex Index
  • 15. Indicators PercentageVolumeOs Percentage Volume Random walk index MassIndex Mass Index cilator_PVO Oscillator RWI_HIGH high PercentageVolumeOs Percentage Volume MAMA Mesa Moving Average cilator_Smooth Oscillator Smoothing ShiftArr Shift Array Maximum of last n Simple Moving MAX_VAL values in a Array PerformanceIndicator Performance Indicator SMA Average MedianPrice Median Price PositiveVolumeIndex Positive Volume Index SmaSlope SMA Slope Stochastic Oscillator K MFI Money Flow Index PSAR Parabolic SAR Stochastic_K output Stochastic Oscillator D MultiplyArr Multiply Two Array PVT Price Volume trend Stochastic_D output Multiply An Array with Stochastic Oscillator MultiplyVal Constant qStick Qstick Stochastic_SD SD output RelativeMomentumInd Relative Momentum NDayRule_HIGH N Day Rule High ex Index SubArr Subtract Two Array Subtract An Array NDayRule_LOW N Day Rule Low ROC Rate Of Change SUBVAL with Constant Negative Volume Relative Strength NegativeVolumeIndex Index RSI Index SuperTrend Super trend NetMomentumOscilat Net Momentum Realtive Volatility or Oscillator RVI Index Swing_Up Swing Up output Random walk index OBV On Balance Volume RWI_LOW low Swing_Down Swing Down output
  • 16. Indicators T3 Triple-smoothes WilderEMA Wilder EMA Triple Exponential Moving TEMA Average WilderSmooth Wilder Smoothing William Variable Accumulation TraingularMovingAverage Triangular Moving Average WVAD Distribution TrendScoreIndicator Trend Score Indicator WilliamsR Williams R Trix Trix WMA Weighted Moving Average Extended Average Directional TSI True Strength Index XD_ADX_ADX Index ADX output Extended Average Directional UlcerIndex Ulcer Index XD_ADX_DX Index DX output Extended Average Directional UOSC Ultimate Oscillator XD_ADX_DIPOS Index DI Positive output Extended Average Directional UpAverage Up Average XD_ADX_DINEG Index DINeg output Extended Commodity Selection VMA Variable Moving Average XD_CSI Index Vortex_Pos Vortex Positive Output ZLMA Zero Lag Moving Average Vortex_Neg Vortex Negative Output
  • 17. Operators OprAND Boolean And OprADD Mathematical Addition OprOR Boolean Or OprDIFF Mathematical Subtraction OprCROSSABOVE Cross Above OprPROD Mathematical Multiplication OprCROSSBELOW Cross Below OprDIV Mathematical Division OprISLESS Is Less Than OprQUOTIENT Mathematical Quotient OprISGREATER Is Greater Than OprMOD Mathematical Remainder OprISEQUALS Is Equal OprISNOTEQUALS Is Not Equal OprISLESSEQUALS Is Less Than or Equal OprISGREATEREQUALS Is Greater Than or Equal OprMAXOF Maximum of OprMINOF Minimum of
  • 19. Our Offerings • Includes Strategy Creation Module, Back Testing and Deployment Module including Server and Client • Genetic, Ant Colony and Brute Force Optimization • Pre-Bundled Strategy and Advanced Reporting. • Installation, 3 days of extensive training and hand-holding. • 30 Days Trial.
  • 20. The Company • Started by 3 ex-NSE employees and an IIT – KGP Alumnus • To create World Class Products for the Domestic Financial Market • Using the Best Available Technology and Research • Best in Class Service • To Delight Customers Always
  • 21. The Team • Founding Members • Jimson Kuttikkadan (9 years experienced Developer, Ex- NSE) • Yogesh Iparkar (7 years experienced Developer, Ex- NSE) • Rahul Patel (6 years experienced Developer, Business Analyst, Ex- NSE) • Sidharth Mallik (Fresh from IIT KGP, Integrated MSc. in Maths and Computer)
  • 23. Road Ahead • Comprehensive set of 250 Technical Indicators • Dictionary for Custom Algorithm Editor • Smart Order Routing • Comprehensive In Built Risk Management • Strategy and Scrip Level Reports for Analytics and Fine Tuning • FIX 4.X Implementation • Comprehensive Execution Algorithms