Imported from previous forum
Which are the algos you think will become popular in the Indian market.
Which are the algos you think will become popular in the Indian market.
Algos in Indian market is still at its nascent stage. There are some algos existing and very much practiced as well: like Venue Arbitrage (arbitraging between BSE/NSE), Basis Arbitrage (between Cash & f&o), statiscial arbitrage to some extent…
Some popular & simple strategies have started migrating from west…like TWAP, VWAP, Pair etc…and mostly prevalent among the foreign brokerages…
But Arbitrage with its sophisticated version & variations can grab the market as of now as traders are used to its basics…
Which are the algos you think will become popular in the Indian market.
Hello Praveen,
The most common algo’s being used in India right now are calender spreads and, as and when BSE allows DMA, inter exchange arbitrage. However, I know of 2 to 3 prop desks/hedge funds that are now implementing HFT strategies… We have a stat arb model that we will soon go live with.
Best
Varun Khandelwal.