Algorithmic Trading Trends in Stock Markets Algorithms have sparked a fundamental change in everything an exciting era of opportunity for those who innovate. It is difficult to explain precisely all the concepts of a lgorithmic landscape . But some broad trends are referred in this post. In the coming years, the evolution of the algorithmic landscape will result in firms re-evaluating and evolving their views, trading strategy, asset-class mix, the relationship between buy-side and sell-side, the very composition and skills of the people they employ and information technology. Customized Algorithms The buy-side until now predominantly access algorithms pre-built by sell-side brokers. Buy-side players are gradually moving away from “commoditized” algorithms in order to capture their own intellectual property in customized algorithms. Algorithms Migrating to Currencies The use of algorithms in multiple asset classes will continue to increase. There are strong indications to d

Algorithmic Trading Life Cycle of  Algo Components Algorithms are used extensively in various stages of the trading cycle. we can classify them into pre-trade analytics, execution stage, and post-trade analytics. The Pre-trade analytics involve thorough analysis of historical data and current price and volume data to help clients determine where to send orders and when; whether to use algorithms or trade an order manually we can call this as back testing the algorithm etc.,. The pre-trade analysis is designed to help buy-side traders understand and minimize market impact by choosing the level of aggressiveness and a time horizon for trading various stocks. Traders can select varying levels of aggressiveness and visualize them against the time horizon for completing the trade. Most compare the spread between bid and ask prices, reference that against the volatility of a given stock, and attempt to create a range of potential outcomes. A lot of the broker-sponsored algorithmic trad

 Algorithms for Trading In Present market Traders uses various kinds of algorithms according to there strategy the most Popular Algorithms in practice which is most commonly used algorithms in the market place are: volume weighted average price (VWAP), time weighted average price (TWAP), arrival price,  market-on-close (MOC), and implementation shortfall and the difference between the share-weighted average execution price and the mid-quote at the point of first entry for market or discretionary orders. Arrival price is the midpoint of the bid-offer spread at order-receipt time, and it also notes the speed of the execution. VWAP is calculated by adding the Points traded for every transaction in terms of price and multiplying that by shares traded, and then dividing that by the total shares traded for the day. MOC measures the last price obtained by a trader at the end of the day against the last price reported by the exchange. Implementation shortfall is a model that weighs the u

Algorithmic Trading In Trading World algorithms have become very common feature which every broker trying to offer their clients demand. we can call it as mathematical models that analyze every quote and trade in the stock market and identify liquidity opportunities and turn the information into intelligent trading decisions.Algorithmic trading, or computer-directed trading, cuts down transaction costs, and allows investment managers to take control of their own trading processes. It is a style of trading and not a separate business. In Future the rise in use of algorithms has on the trading environment, fund managers, and buy-side traders, as well as on integration issues, build or not to build. The paper also discusses the emerging algorithmic trading trends. Algorithm innovation continues to offer returns for firms with the scale to absorb the costs and to reap the benefits. In this competitive technology and cost effective world, the fund managers and buy-side traders

       Using R Studio If you are using RStudio for R Programming just go to Tools -> Global Options... -> General one can set the default working directory. Also under Session one can Set Working Directory To Source File Location and To Files Pane Location with single click and with a graphical tool to any directory. Setting a convenient default is of course useful, but at least I have at most one project (in general meaning of the word and not just in R meaning of the word) in one folder so I have to switch the working directory anyway between projects. Using  getwd, setwd R is always pointed at a directory on your computer. You can find out which directory by running the getwd (get working directory) function; this function has no arguments. To change your working directory, use setwd and specify the path to the desired folder. getwd() setwd(dir)     dir – Specify a working directory. This may be from the root directory (starting with / on a Mac), it may

Babies using mobile media, new study reveals Tech babies A new study has revealed the extent to which babies are using digital devices. Source: News Limited A new study has revealed the extent to which babies are using digital devices. More than a third of babies in the US are tapping on smartphones and tablets even before they’re walking or talking, according to a new study. And by their first birthday, one in seven infants is using devices for at least an hour a day. The results of the First Exposure and Use of Mobile Media in Young Children survey was presented to the Pediatric Academic Societies annual meeting in San Diego on the weekend. The American Academy of Pediatrics discourages the use of entertainment media such as televisions, computers, smartphones and tablets by children under two-years-old. Parents of children aged six months to four-years-old who attended a hospital-based paediatric clinic serving a low-income, minority community were asked to fill out the survey.

Earthquake kills 3,218 people in Nepal, over 60 dead in India If earthquake predictions, meaning alerts days or weeks ahead, are still a distant goal, progress has been made on early warnings of earthquakes, giving precious seconds that can save lives, according to Reuters . Earthquake early-warning systems have been deployed in only a handful of the world's seismic hot zones. They can warn of quakes as much as a few minutes before they strike. Countries with such systems include Mexico, Japan, and the United States, where the most advanced system is California's state-run ShakeAlert. "If Nepal had a seismic network that operated as the seismic stations in Northern California did in the Napa quake, people in Kathmandu would probably have had 15 to 20 seconds warning," said seismologist Peggy Hellweg. That could have been enough to take cover under tables or even escape some collapsing buildings. Yesterday in meeting with PM,we took lot of decisio