Algorithmic trading theory and practice: a practical guide with applications on the Vietnamese stock market

Algorithmic trading theory and practice: a practical guide with applications on the Vietnamese stock market, is a book for you. It covers the entire process of building an algorithmic trading system and a roadmap to turn ideas into real investment st

01. Introduction to Algorithmic Trading

Introduction about algorithmic trading and key advantages of technology utilizing

02. Advantages of Algorithmic Trading

Algorithmic trading can utilize the law of large numbers, eliminate emotion, increase confidence, minimize market impact and save time

03. Algorithmic Trading Risks

This article addresses three critical risks that must be avoided at all costs: long/short loops, data failure, and unexpected low liquidity

54. Is Algorithmic Trading Preferable for All Traders

Algorithmic trading will only be available to a small number of investors or institutions and not be a mass tool for everyone

60. Algotrade Lab Overview

Vì sao trải nghiệm giao dịch thuật toán sẽ mang lại lợi ích rất lớn cho bạn

61. Introduction to SMA Algorithm

Giới thiệu thuật toán SMA sử dụng trong hệ thống giao dịch thuật toán trải nghiệm - Algotrade Lab

62. How to Register for API at SSI Securities JSC

Hướng dẫn chi tiết các bước đăng ký API tại SSI

63. Experience Algotrade Lab

Đăng ký tài khoản → Algotrade Lab → Đăng nhập → Kết nối API → Cấu hình tham số thuật toán → Khởi chạy thuật toán → Giám sát thuật toán

64. SMA Algorithm Configuration and Monitoring Experience

Hướng dẫn tùy chỉnh và giám sát để đạt mức độ trải nghiệm tốt nhất

10. Differences Between Equity and Derivative Trading

Trade completion time, database complexity, taxes, and fees are key differences that all favor the derivatives market

04. Core Components to Build an Algorithmic Trading System

Algorithm or investment method, database, API of security brokerage company, programming skills, real-time data are all required

29. Stock Trading API in Vietnam Market

API is a set of programming codes that queries data, parse responses, and sends instructions between one software platform and another

06. 09 Steps to Develop Algorithms

Formulate algorithm hypothesis, collect data, data cleansing, backtesting, optimization, forward testing, small account test, real trading is standard flow to develop a trading algorithm

45. Kelly Criterion – Definition and Application

How to apply Kelly criterion in algorithmic trading

30. Search Process for Fastest Data Source

How ALGOTRADE quantifies the fastest data source in the Vietnam stock market

46. Capital Optimization on Multi-Algorithms System

1% - 5% missing signal may improve whole system performance

42. Measuring Implementation Shortfall

Break down key components of Implementation shortfall

41. Evaluation of Execution Algorithms With Twap and Vwap

How does the trade execution stage impact your bottom line?

22. Smart-Beta Strategy

Extended investment strategy of passive investing with the goal of improving performance against benchmarks

47. Beta Optimization

In the Vietnam stock market, ALGOTRADE recommends an optimal system beta range from 0.8 to 1.2

51. What to Do When in Doubt of Trading Algorithm

Trust your algorithm is the best option in the long term

50. Is Algorithmic Trading a Zero-Sum ame

Depending on the approach will decide whether algorithmic trading is a zero-sum game

31. Philosophical Foundations of Backesting

The right philosophy will ultimately guide you in the right way

11. How to Construct an Algorithm Hypothesis

Formulating an algorithm hypothesis is a simple yet crucial stage

23. Sniffing Strategy

Extended investment strategy of passive investing with the goal of improving performance against benchmarks

09. 06 Components to Build a Complete Trading Algorithm

Beside the must-have entries and exits, an algorithmic trading strategy needs to make decisions on stops, markets, position sizing, tactics to be completed

13. Market-Neutral Strategy

The investment results depend mainly on the assessment and selection of the right portfolio of potential stocks, not much on the everyday ups and downs of the market

14. Price Momentum Strategy

Once a trend is confirmed, investors believe that the trend will keep going

15. Mean-Reversion Strategy

Every stock has a fair value that the market price will fluctuate around

16. Event-Driven Strategy

After a major event, the company valuation and its market value may expose opportunity on price discrepancy

17. Market-Making Strategy

Market maker buys and sells a specific stock at the same time with high frequency

18. Scalping Strategy

Scalping is the art of adding up small quick profits

19. ETF Front-Runner Strategy

Front-running index fund rebalancing is doing exactly what index funds are about to do but one step ahead

20. Arbitrage Strategy

Exploit market inefficiencies to gain profits without incurring much risk

21. Grid Strategy

Tận dụng sự kém hiệu quả của thị trường để thu được lợi nhuận mà không phải chịu nhiều rủi ro

44. Maximum Drawdown in Algorithmic Trading

Explanation of maximum drawdown and its application in algorithmic trading

56. How to Learn Programming Skill for Algorithmic Trader

Introduction about algorithmic trading and key advantages of technology utilizing

12. Trading Strategy Overview

Introducing popular algorithmic trading strategies in the market

43. Return Rate

How to assess algorithmic performance

08. Execution Algorithms to Optimize Trading Fees

Limiting the impact of large transaction orders on the target price in an adverse direction by using POV, VWAP and TWAP algorithms

32. Critical Mistakes in Backtesting

Critical errors that make backtesting become useless

07. Distinction between Two Types of Algorithms

Describe two algorithmic trading categories and how to apply them in real trading

05. Semi-Automated Trading

Introduce the concept of semi-automated trading and its application in Vietnam

37. Meaning of Forward Testing

The role of forward testing in algorithm evaluation process

24. High-Tech Algorithmic Trading

Introducing some state-of-the-art algorithmic trading strategies

33. Backtesting Module

Why backtesting module is very important for institutional investors and how to start

25. Behavioral Finance in Algorithmic Hypothesis Formation

Giới thiệu một số chiến lược giao dịch thuật toán hiện đại

26. Standard Data in Algorithmic Trading

Giới thiệu một số chiến lược giao dịch thuật toán hiện đại

58. Foreign Trading Data

Foreign group is someone who registers an account and trades on the Vietnamese stock market. Foreign investors can be individuals, organizations, or foreign investment funds, such as Vinacapital VietNam(VOF), VietNam Holding Limited, and VietNam Equi

59. Daily Accumulative Foreign Trading Value in VN30

Daily trading value of foreign investors on VN30 can be a key factor in determining investment direction of the derivatives market and the underlying stock market, both in short and medium terms. It’s especially important for intraday trading strateg