One day Training Programme for SEBI officials on Algorithmic and High Frequency Trading 24 January, 2019 at SEBI Bhavan

NISM had conducted a one day programme for SEBI officers on “Algorithmic and High Frequency Trading”. The program was hosted at SEBI Bhavan on 24 January,2019. 31 SEBI officers attended the Programme. Dr. Ruchi Choger ,(C.G.M H.R.D, SEBI) inaugurated the programme .She urged the participants to learn more about market microstructure and algo trading .

The objective of the programme was to enable the participants to:

  • Introduction to HFT and (AT).
  • Introduction to risks in AT.

Topics covered during the Programme were:

  • Introduction to HFT and (AT), Mathematical elements of AT ( Std Correlation analysis), executive related issues – Multi Exchange order routings , HFT in international Perspective.
  • Hands on in back testing and Monet Carlo Simulation, Algorithm deployment and Execution : CTCL,DMA,FIX etc.
  • Introduction to risks in AT, Risk Management, Jargons in AT and what it means to all layman, Business aspect of AT, Global Trends in AT, Where India stands in AT .
  • Current Regulatory Approvals and exchange initiatives in India , Indian Exchange Challenges , consumption of bandwidth, Mad liquidity rush, critical network issues, Growth Projections in Volume , Market share and turnover using AT in next 5 years : India and Globally .

Sessions were Taken by: Mr. Harjeet Singh (Managing Director & CEO, QRAC Pvt Ltd).