3. Features of Atlas
• Fully Automated Event Driven
Platform
• Medium Frequency & Low Frequency
Trading Support
• White Box Mode & Grey Box Mode
• Multi-User, Multi-Exchange and Multi-
Instruments(NSE CM, FO, BSE CM,
CDS and Commodities)
• Scalable Client Server Architecture
4. (Contd.)
• 100+ Technical Indicators & growing
• Support for User Developed Custom
Strategy
• Easy Scripting Language Support
• Full Fledged Optimization Engine
• Back Testing and Paper Trade facility
• Trade with Fundamental and
Technical Strategies
• Portfolio Manager and Order Manager
5. (Contd.)
• Genetic Algorithm, Ant Colony and
Brute Force for Optimization
• Easy to use 20+ Mathematical and
Logical Operators
• 800 orders/sec throughput
• 999X999(~Million) Strategies per
Server
• Support for Explicit Linear & non-
Linear Models
7. Latency
• Broadcast Source to Signal Generator:
0.5-2 milliseconds.
• Signal Generator to Order Manager:
4-5 milliseconds.
• Order Manager to Exchange & back :
130 milliseconds.
• The total turnaround time is on an
average 140-150 milliseconds.
8. Benchmark Testing
Parameters
• 200 Strategies with around 10
Generating Signals at the same time.
• Each Strategy having around 6-7
Technical Indicators
• Each Strategy having around 5-6
Condition Checks
• Around 5 different bar lengths for the
Strategies
9. Steps to Profit
• Create Strategy using Indicators and
Mathematical Operators
• Back Test and Optimize Strategy
• Paper Trade in Live Market
• Deploy Strategies
• Make Profits
• View Reports
14. Indicators
Commodity Channel
Abs Absolute CCI Index FAMA FAMA
ADDARR Add Two Array ChaikinMoneyFlow Chaikin Money Flow ForceIndex Force Index
Add An Array with
ADDVAL Constant ChaikinOscillator Chaikin Oscillator GD Generalise DEMA
Accumulation GenralStochasticCalcu General Stochastic
ADI Distribution Index ChoppinessIndex Choppiness Index lator Calculator
Average Directional Commodity Selection
ADX Index CSI Index HMA Hull Moving Average
IntraDayMomentumIn Intraday Momentum
ADX_DX Directional Index DivideArr Divide Two Arrays dex Index
Divide An Array with
ADX_DIPOS DI Positive DivideVal Constant Log Logarithmic Array
Least Square moving
ADX_DINEG DI Negative DoubleEMA Double EMA LSMA Average
Moving Average
Convergence
ATR Average True Range DownAverage Down Average MACD_HIST Divergence histogram
Moving Average
Convergence
BBANDS_UP Bollinger Bands High ElderRay_Bear Elder Ray Bear MACD_SIG Divergence signal
Moving Average
Convergence
BBANDS_MID Bollinger Bands Middle ElderRay_Bull Elder Ray Bull MACD_LINE Divergence line
Exponential Moving Market Faciliation
BBANDS_LOW Bollinger Bands Low EMA Average MarketFaciliationIndex Index
15. Indicators
PercentageVolumeOs Percentage Volume Random walk index
MassIndex Mass Index cilator_PVO Oscillator RWI_HIGH high
PercentageVolumeOs Percentage Volume
MAMA Mesa Moving Average cilator_Smooth Oscillator Smoothing ShiftArr Shift Array
Maximum of last n Simple Moving
MAX_VAL values in a Array PerformanceIndicator Performance Indicator SMA Average
MedianPrice Median Price PositiveVolumeIndex Positive Volume Index SmaSlope SMA Slope
Stochastic Oscillator K
MFI Money Flow Index PSAR Parabolic SAR Stochastic_K output
Stochastic Oscillator D
MultiplyArr Multiply Two Array PVT Price Volume trend Stochastic_D output
Multiply An Array with Stochastic Oscillator
MultiplyVal Constant qStick Qstick Stochastic_SD SD output
RelativeMomentumInd Relative Momentum
NDayRule_HIGH N Day Rule High ex Index SubArr Subtract Two Array
Subtract An Array
NDayRule_LOW N Day Rule Low ROC Rate Of Change SUBVAL with Constant
Negative Volume Relative Strength
NegativeVolumeIndex Index RSI Index SuperTrend Super trend
NetMomentumOscilat Net Momentum Realtive Volatility
or Oscillator RVI Index Swing_Up Swing Up output
Random walk index
OBV On Balance Volume RWI_LOW low Swing_Down Swing Down output
16. Indicators
T3 Triple-smoothes WilderEMA Wilder EMA
Triple Exponential Moving
TEMA Average WilderSmooth Wilder Smoothing
William Variable Accumulation
TraingularMovingAverage Triangular Moving Average WVAD Distribution
TrendScoreIndicator Trend Score Indicator WilliamsR Williams R
Trix Trix WMA Weighted Moving Average
Extended Average Directional
TSI True Strength Index XD_ADX_ADX Index ADX output
Extended Average Directional
UlcerIndex Ulcer Index XD_ADX_DX Index DX output
Extended Average Directional
UOSC Ultimate Oscillator XD_ADX_DIPOS Index DI Positive output
Extended Average Directional
UpAverage Up Average XD_ADX_DINEG Index DINeg output
Extended Commodity Selection
VMA Variable Moving Average XD_CSI Index
Vortex_Pos Vortex Positive Output ZLMA Zero Lag Moving Average
Vortex_Neg Vortex Negative Output
17. Operators
OprAND Boolean And OprADD Mathematical Addition
OprOR Boolean Or OprDIFF Mathematical Subtraction
OprCROSSABOVE Cross Above OprPROD Mathematical Multiplication
OprCROSSBELOW Cross Below OprDIV Mathematical Division
OprISLESS Is Less Than OprQUOTIENT Mathematical Quotient
OprISGREATER Is Greater Than OprMOD Mathematical Remainder
OprISEQUALS Is Equal
OprISNOTEQUALS Is Not Equal
OprISLESSEQUALS Is Less Than or Equal
OprISGREATEREQUALS Is Greater Than or Equal
OprMAXOF Maximum of
OprMINOF Minimum of
19. Our Offerings
• Includes Strategy Creation Module,
Back Testing and Deployment Module
including Server and Client
• Genetic, Ant Colony and Brute Force
Optimization
• Pre-Bundled Strategy and Advanced
Reporting.
• Installation, 3 days of extensive
training and hand-holding.
• 30 Days Trial.
20. The Company
• Started by 3 ex-NSE employees and
an IIT – KGP Alumnus
• To create World Class Products for
the Domestic Financial Market
• Using the Best Available Technology
and Research
• Best in Class Service
• To Delight Customers Always
21. The Team
• Founding Members
• Jimson Kuttikkadan
(9 years experienced Developer, Ex- NSE)
• Yogesh Iparkar
(7 years experienced Developer, Ex- NSE)
• Rahul Patel
(6 years experienced Developer, Business
Analyst, Ex- NSE)
• Sidharth Mallik
(Fresh from IIT KGP, Integrated MSc. in Maths
and Computer)
23. Road Ahead
• Comprehensive set of 250 Technical
Indicators
• Dictionary for Custom Algorithm Editor
• Smart Order Routing
• Comprehensive In Built Risk Management
• Strategy and Scrip Level Reports for
Analytics and Fine Tuning
• FIX 4.X Implementation
• Comprehensive Execution Algorithms
