Mr. Gaurav Raizada spoke on Algorithmic trading on 28th January 2013 at IIT KGP.
The session started with a brief introduction to Algorithmic Trading including an overview of its exponential growth in India in the last 3-4 years. The speaker also discussed a few basic trading strategies leading the discussion on the development of a simple algorithmic trading strategy by step-wise development of complex order types.
The talk focused on the asynchronous nature of Market Data Events and concept of Order Book in trading. Overall, it provided an insight into the mathematical and programming aspects of Algorithmic Trading.