Electronic and Algorithmic Trading
Duration
6
hours
Location
Training
Language
English
Code
FIN-016
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Description
In this training we deal with all the questions related to modern electronic and algorithmic trading on exchanges.
After completing the course, a certificate
is issued on the Luxoft Training form
is issued on the Luxoft Training form
Objectives
To offer participants information about the way in which electronic trading is conducted on modern organized exchanges. We will also talk about the concept of direct market access, how you can connect to exchanges, what type of market data is available from these exchanges, the main order types which available, what algorithmic trading is as well as the main algorithms that are active on the markets and how they are developed.
Target Audience
BAs, QAs, DEVs working on investment banking projects.
Prerequisites
Basic knowledge of financial markets.
Roadmap
- The modern landscape of electronic and algorithmic trading influenced by changes in the market and the technology which is used.
- Extreme market events like flash crashes or the Knight Capital default.
- HFT trading and the big debate in the industry plus regulatory initiatives.
- The market data sent by exchanges.
- Exchange connectivity with market data and trading gateways.
- Order execution on exchanges.
- Types of orders and the differences between them.
- Algorithmic trading and the main types of algorithms run by participants.
- Pre trade checks available in algorithmic engines.
- The way in which the algorithmic engine captures trades on exchanges.
- Post trade analytics.
- Trading risk management.
- Trading algorithms development workflow.