The document discusses ETFAQ, a Java-based mass quoting strategy for liquidating ETFs in high frequency markets. It is fully integrated with Orc Trader. Key features include automatically handling constituents' trading hours, integrating with automatic basket definition handling, extensive safety settings, and low-latency price calculations while managing frequent updates. The strategy starts on a per ETF basis and parameters can be updated during runtime for quoting, pricing, and hedging. It has customized logic for ETFs with constituents in different markets or with special hours.
Technical Analysis Dashboard for Bursa Malaysia Stocks norain_yusoff
This project is aimed to develop a desktop-based application for Bursa Malaysia Stocks.
The system will classify the technical analysis of all indicators as buy, sell or neutral signal. This system will allow trader to see the overall trend of technical analysis toward a particular stock.
To assist Traders in decision making in stock trading.
To create a system that fulfill the requirement stated by the user/trader.
To help the trader to be able to see overall trend of a stock.
How to design quant trading strategies using “R”?QuantInsti
This presentation answers fundamental questions like - What is R? How can we use R packages in writing quantitative trading strategies?
It also details the steps in the development of a quantitative trading strategy.
Going further it teaches how to optimize & refine your strategy.
The attached video gives an elaborate demonstration of a quant trading strategy in action.
The presentation is a part of a webinar which was conducted by Mr. Anil Yadav, who is a co-founder of iRageCapital and QuantInsti, manages an Algorithmic strategy advisory team at iRageCapital and is responsible for building and benchmarking strategies for the clients across various asset classes. Prior to iRage, he has worked as Convertible Analyst at Lehman Brothers. He is IIM - Lucknow and IIT - Kanpur Alumnus.
For Impetus’ White Papers archive, visit- http://www.impetus.com/whitepaper
This white paper presents an overview of iLeap, which increases developer/tester productivity by providing a robust and easy-to-use framework.
Brand new to Sumo Logic? Learn how to get started and get the most out of your service. Learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#QuickStart
Product Information - Fuse Management Central 1.0.0antonio.carvalho
Fuse Management Central is an administration platform for OpenText Content Suite/Extended ECM, enabling a centralized management of system while monitoring its components.
Due to its architecture, it separate system administration from business administration, introducing a new layer of security on OpenText Content Suite administration.
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#QuickStart
How good is good automation frameworks. It's time to move to Power. What are the problems in Good Frameworks and How Power Frameworks resolve the issues. What are the other good to have features to reduce test execution time , increase relaibility and enhance User Experience of using Automation framework.
Please share in your network if you like . Please leave your comments what you like and what you don't like int he presentation. Thank for your time.
Sumo Logic QuickStart Webinar - Dec 2016Sumo Logic
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#start
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#start
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
https://www.sumologic.com/online-training/#start
This PDF document outlines guidelines for OEMs to create user-friendly manuals for IETM software, including defining acronyms, terms, and abbreviations, and integrating approved manuals into the software.
Sunku Rangarnath on service providers miss to implement complete service assurance solutions that encompasses its 3 elements of monitor, report & provision the infrastructure. Service Assurance requires deeper tracking of infrastructure & service metrics, automated intervention of threshold violations using trend analysis against configured parameters & finally configuring the hardware resources & service levels based on service priority.
This talk presents range of closed loop platform automation domains focusing on the real-time and near-real-time loops touching the platform. We discuss the integration of Infrastructure telemetry, analytics, policy management interfaces & introduce the concept of Node Agent, using a noisy neighbor demo, for VM/container orchestrators to achieve intervention free Closed Loop Automation based service assurance solutions.
Technical Analysis Dashboard for Bursa Malaysia Stocks norain_yusoff
This project is aimed to develop a desktop-based application for Bursa Malaysia Stocks.
The system will classify the technical analysis of all indicators as buy, sell or neutral signal. This system will allow trader to see the overall trend of technical analysis toward a particular stock.
To assist Traders in decision making in stock trading.
To create a system that fulfill the requirement stated by the user/trader.
To help the trader to be able to see overall trend of a stock.
How to design quant trading strategies using “R”?QuantInsti
This presentation answers fundamental questions like - What is R? How can we use R packages in writing quantitative trading strategies?
It also details the steps in the development of a quantitative trading strategy.
Going further it teaches how to optimize & refine your strategy.
The attached video gives an elaborate demonstration of a quant trading strategy in action.
The presentation is a part of a webinar which was conducted by Mr. Anil Yadav, who is a co-founder of iRageCapital and QuantInsti, manages an Algorithmic strategy advisory team at iRageCapital and is responsible for building and benchmarking strategies for the clients across various asset classes. Prior to iRage, he has worked as Convertible Analyst at Lehman Brothers. He is IIM - Lucknow and IIT - Kanpur Alumnus.
For Impetus’ White Papers archive, visit- http://www.impetus.com/whitepaper
This white paper presents an overview of iLeap, which increases developer/tester productivity by providing a robust and easy-to-use framework.
Brand new to Sumo Logic? Learn how to get started and get the most out of your service. Learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#QuickStart
Product Information - Fuse Management Central 1.0.0antonio.carvalho
Fuse Management Central is an administration platform for OpenText Content Suite/Extended ECM, enabling a centralized management of system while monitoring its components.
Due to its architecture, it separate system administration from business administration, introducing a new layer of security on OpenText Content Suite administration.
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#QuickStart
How good is good automation frameworks. It's time to move to Power. What are the problems in Good Frameworks and How Power Frameworks resolve the issues. What are the other good to have features to reduce test execution time , increase relaibility and enhance User Experience of using Automation framework.
Please share in your network if you like . Please leave your comments what you like and what you don't like int he presentation. Thank for your time.
Sumo Logic QuickStart Webinar - Dec 2016Sumo Logic
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#start
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
Video: https://www.sumologic.com/online-training/#start
QuickStart your Sumo Logic service with this exclusive webinar. At these monthly live events you will learn how to capitalize on critical capabilities that can amplify your log analytics and monitoring experience while providing you with meaningful business and IT insights.
https://www.sumologic.com/online-training/#start
This PDF document outlines guidelines for OEMs to create user-friendly manuals for IETM software, including defining acronyms, terms, and abbreviations, and integrating approved manuals into the software.
Sunku Rangarnath on service providers miss to implement complete service assurance solutions that encompasses its 3 elements of monitor, report & provision the infrastructure. Service Assurance requires deeper tracking of infrastructure & service metrics, automated intervention of threshold violations using trend analysis against configured parameters & finally configuring the hardware resources & service levels based on service priority.
This talk presents range of closed loop platform automation domains focusing on the real-time and near-real-time loops touching the platform. We discuss the integration of Infrastructure telemetry, analytics, policy management interfaces & introduce the concept of Node Agent, using a noisy neighbor demo, for VM/container orchestrators to achieve intervention free Closed Loop Automation based service assurance solutions.
1. ORC TRADING – ETFAQ
Liquidator strategy for mass quoting ETF’s
ETFAQ
LIQUIDATOR STRATEGY FOR MASS QUOTING ETF’S
ETFAQ is a Java based mass quoting strategy developed for low-latency
performance in high frequency markets. It is fully integrated with the Orc Trader
and both mimics and extends the existing functionality available in the Auto
Trader.
Key features of the strategy are:
• Fully integrated with Orc Trader and operated
from normal Trading Window
• Handles constituents’ different open/closed
hours automatically by adding performance
from correlating indices.
• All parameters/settings are automatically
picked up on startup from server which
enables extensive integration
• Easily integrated with automatic basket
definition handling
• Extensive safety settings and exception
handling gives greater transparency
• Manages high frequency updates from both
constituents and FX in low-latency calculations
• Easy to add more features
• Parameters can be updated during runtime
• Automatic hedging
• Java based
Starting and running the strategy
The strategy is started on a per ETF basis and put in to the market by toggling the ‘a-flag’ column. Once
active, it is easy to change both quoting and pricing parameters. The ‘Th.Q.bid’ and ‘Th.Q.ask’ columns
display levels at which the ETFAQ would enter the market, these values in their simplest form are
controlled by offsets from your theoretical price. Once the correct price is acquired the ‘M-flag’ on contract
level is toggled to put the prices in to the market. See below:
2. ORC TRADING – ETFAQ
Liquidator strategy for mass quoting ETF’s
Settings
The strategy holds bespoke logic for dealing with ETFs with constituents spread over multiple markets or
markets with special opening hours. In the case that one or more components of the underlying index is
non active (e.g. halted, closed, suspended, non open market) it is possible to “snap” the component’s
price at a given point in time. It is then possible to add performance from another instrument (index)
during the component’s inactive phase to get the Fair Value and - when the component goes back into
normal phase - switch back.
These behaviors are fully customizable and automated and thus require very little management.
ETFAQ is configured on four different levels, for each quoted ETF:
1. Pricing file (located on the server) – holds pricing parameters and logic
2. Components file (located on the server) – holds component group membership settings
3. Groups file (located on the server) – holds snap settings and logic
4. Client settings (GUI) – manually adjusted pricing, quoting and hedging settings
Views
This view displays performance that is
being added to each group of
components (they are usually grouped
by exchange segment and currency).
This view displays the hedging status. If
any hedge orders are not hit with the
hedging logic played out its role, they
will be displayed as hung. User is also
able to customize how to react in those
cases, i.e. worsen price x number of
ticks every y number of seconds during
z amount of time.