There are essentially three types of algorithmic trading:
- Low Frequency Trading : transactions occur at intervals of days, weeks or even months
- Intra-day Trading: transactions occur a few times within a day
- High Frequency Trading (HFT): transactions occur many times within a fraction of seconds
HFT is carried out using high power computers that follow complex algorithms to analyse multiple markets and execute trades based on market conditions. This originated because of various advantages in HFT; it relies solely on price movement and market making processes and it is a faster mechanism to make potential positive returns. Specialized financial institutions develop proprietary algorithms and execute orders on the same. Neuraltechsoft helps such clients by validating their models for:
- Back testing
- Model validation
- Checking outcomes in desired scenarios
- Stress testing
We ensure that the algorithms used by our clients have been thoroughly tested and are accurately implemented. Our expertise ranges across various exchanged at the international level.
We specialize in Intra-day trading with different strategies in both Stocks and Derivatives. The strategies we develop are deployable across exchanges in International level. Presently we are active in NYSE, LSE, TSE and NSE.
Our portfolio of Algorithmic trading strategies include Pair Trading, Delta Neutral Strategy and Mean Reversion Strategies.