Order book dynamics in High Frequency Trading скачать в хорошем качестве

Order book dynamics in High Frequency Trading

New course launch: Agentic AI for Trading is live. Learn to build agentic workflows for backtesting in Python, AI that can reason, use tools, and collaborate to convert trading ideas into end-to-end scripts. 70% off for a limited time! → https://quantra.quantinsti.com/course... . . . - This Webinar on "Order book dynamics in High Frequency Trading" conducted by QuantInsti. In this video Mr. Gaurav Raizada, Director and Faculty at QuantInsti explains - How execution algorithms provide a price which is between Limit Order Execution and Market Order Execution. An important task of high-frequency trading is to successfully capture the dynamics in the Data. Empirical Data on Indian Exchanges show that 95% of all NEW orders are placed within 5 ticks of best-bid and best-ask. The Quantinsti® Replacement Matrix shows that most of the orders that are being replaced are among the top 3 levels and these replacements allow us to visualize and generalize about market behaviour. This matrix gives a visual representation of the cost metrics and replacement behaviour. ******** Get started with Algorithmic Trading - EPAT 👉 https://www.quantinsti.com/epat Download Slides: http://www.slideshare.net/QuantInsti/... ******** Want to understand order books in HFT in depth? QuantInsti's flagship offering is the 'Executive Programme in Algorithmic Trading' (EPAT) which is a comprehensive course covering all important aspects of Algorithmic Trading. Apart from detailed theoretical lessons, we provide our course participants in-house proprietary tools and other globally renowned applications in a simulated environment -- course participants can design, implement and test their strategies in such environment and build on their learning in the class. --------------------------------------- About QuantInsti: QuantInsti is the world's leading algorithmic and quantitative trading research & training institute with registered users in 190+ countries and territories. An initiative by the founders of iRage, one of India’s top HFT firms, QuantInsti has been helping its users grow in this domain through its learning & financial applications-based ecosystem for 10+ years ----------------------------------------- Most useful links: Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B Visit us at: https://www.quantinsti.com/ Algo trading Blogs: https://blog.quantinsti.com/ ----------------------------------------- Like and Follow us on: Facebook:   / quantinsti   Twitter:   / quantinsti   LinkedIn:   / quantinsti   Instagram:   / quantinstian   ----------------------------------------- Chapters: 00:00 Welcome, introduction and session objective 01:15 Why do I need to learn about Order books? 10:43 Types of Orders 12:52 Order books examples 15:53 Characterization of execution algorithms 31:40 Development of NSE 33:25 How high frequency trading works? 38:30 Introduction of new instruments 39:11 Understand automated trading system 46:34 Tips for strategy development 49:25 Q&A #Orderbookdynamics #HighFrequencyTrading #QuantitativeTradingStrategy #algotrading #algorithmictrading #quantinsti