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18 articles
Algo trading in India, in depth
SEBI’s retail framework, broker API capabilities, backtesting methodology, the real cost of F&O and the risk controls an automated book needs. Search covers the full text of every article.
18 articles across 7 topics.
Foundations2
- Automated vs Manual Trading: An Honest ComparisonA balanced comparison of automated and manual trading for Indian markets: execution speed, consistency, cost, operational burden, and the specific situations where discretion still outperforms a rulebook.16 min read · · beginner
- Algo Trading in India: What It Actually InvolvesA practical introduction to algorithmic trading in the Indian market: what counts as an algo, the four components of any automated setup, and the failure modes that show up first.10 min read · · beginner
Regulation2
- SEBI’s Retail Algo Rules, ExplainedA plain reading of SEBI’s retail algorithmic trading framework: the order-rate registration threshold, static IP requirements, white-box versus black-box algos, and who is accountable when an algo misfires.8 min read · · intermediate
- Static IP for Algo Trading: Your OptionsAPI access to Indian broker trading systems is tied to a registered static IP. Here are the three practical ways to get one and what each costs in latency, money and operational risk.8 min read · · beginner
Brokers & APIs3
- Building a Market Data Pipeline That Survives the DayA practical architecture for retail market data: how ticks become candles, what breaks when the socket drops mid-session, and why a strategy needs to know the difference between a flat market and a dead feed.13 min read · · advanced
- Choosing a Broker API for Algo Trading in IndiaWhat to evaluate in an Indian broker API before you build against it: rate limits, websocket subscription caps, order-type coverage, historical data access and failure behaviour.9 min read · · intermediate
- A Python Algo Trading Stack That Survives ProductionHow to structure a Python algo trading system for Indian markets: process boundaries, idempotent order handling, tick storage, reconciliation and the monitoring that makes failures visible.11 min read · · advanced
Strategy & Research2
- Walk-Forward Validation, ProperlyA single backtest measures how well you fitted the past. Walk-forward validation measures whether the fit survives into data you did not use. Here is how to run one and how to read the result.12 min read · · advanced
- Backtesting Mistakes Specific to Indian MarketsThe backtest errors that are specific to NSE and BSE data: expiry rollovers, corporate action adjustment, strike survivorship, circuit limits, and look-ahead bias that passes code review.11 min read · · advanced
Costs & Execution3
- What F&O Trading Actually Costs in IndiaThe full cost stack on Indian futures and options — STT, exchange transaction charges, GST, stamp duty, SEBI fees and brokerage — with worked examples showing the break-even impact on high-turnover strategies.10 min read · · intermediate
- Order Types and Execution Tactics in Indian MarketsThe order type you choose decides how much of your edge reaches the exchange. A practical guide to market, limit, SL and SL-M orders in Indian F&O, freeze-quantity slicing and validity flags.13 min read · · intermediate
- Slippage and Impact Cost on NSEHow slippage behaves on Indian instruments across the trading day, why averages are the wrong model, and a practical way to estimate impact cost before sizing an order.10 min read · · advanced
Risk & Operations4
- Position Sizing for Algo PortfoliosSizing decides whether an edge compounds or gets margin-called. A comparison of fixed fractional, volatility-targeted and risk-parity sizing, with the lot-size granularity problem Indian F&O adds on top.12 min read · · intermediate
- Risk Controls for an Automated BookThe risk architecture an automated trading system needs: position limits, loss limits, rate limits, a kill switch outside the strategy process, and daily reconciliation.9 min read · · advanced
- From Paper Trading to Live: A Go-Live ChecklistA go-live checklist for automated strategies: what paper trading cannot test, the failure modes that only appear with real fills, and how to structure a first month live.9 min read · · intermediate
- Margin Mechanics for Indian F&OHow margin is computed on Indian futures and options — SPAN, exposure, upfront collection and peak margin — and how much headroom an automated strategy needs to leave.7 min read · · intermediate
Options2
- Options Greeks for Systematic TradersWhat each greek measures, how they behave across the Nifty strike chain and into weekly expiry, and how to turn them into position limits an automated system can actually enforce.12 min read · · intermediate
- Expiry Day Mechanics for Systematic Options TradersThe structural features of Indian options expiry day that systematic strategies keep rediscovering: accelerating gamma, non-linear theta, pin risk and physical settlement on stock options.9 min read · · advanced
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