-An OverviewSeptember 2012

Features of Atlas

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

(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

(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

Latency & BenchmarkTesting Parameters

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.

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

Steps to Profit

• Create Strategy using Indicators andMathematical Operators

• Back Test and Optimize Strategy• Paper Trade in Live Market• Deploy Strategies• Make Profits• View Reports

Creating Strategy

StrategyEditor

StocksTo Trade

BaseStocks

StrategyConditions

Atlas ArchitectureTechnical Indicators

& Operators

IndicatorsAbs Absolute CCI

Commodity Channel Index FAMA FAMA

ADDARR Add Two Array ChaikinMoneyFlow Chaikin Money Flow ForceIndex Force Index

ADDVALAdd An Array with

Constant ChaikinOscillator Chaikin Oscillator GD Generalise DEMA

ADIAccumulation

Distribution Index ChoppinessIndex Choppiness IndexGenralStochasticCalcu

latorGeneral Stochastic

Calculator

ADXAverage Directional

Index CSICommodity Selection

Index HMA Hull Moving Average

ADX_DX Directional Index DivideArr Divide Two ArraysIntraDayMomentumIn

dexIntraday Momentum

Index

ADX_DIPOS DI Positive DivideValDivide An Array with

Constant Log Logarithmic Array

ADX_DINEG DI Negative DoubleEMA Double EMA LSMALeast Square moving

Average

ATR Average True Range DownAverage Down Average MACD_HIST

Moving Average Convergence

Divergence histogram

BBANDS_UP Bollinger Bands High ElderRay_Bear Elder Ray Bear MACD_SIG

Moving Average Convergence

Divergence signal

BBANDS_MID Bollinger Bands Middle ElderRay_Bull Elder Ray Bull MACD_LINE

Moving Average Convergence

Divergence line

BBANDS_LOW Bollinger Bands Low EMAExponential Moving

Average MarketFaciliationIndexMarket Faciliation

Index

IndicatorsMassIndex Mass Index

PercentageVolumeOscilator_PVO

Percentage Volume Oscillator RWI_HIGH

Random walk index high

MAMA Mesa Moving AveragePercentageVolumeOs

cilator_SmoothPercentage Volume

Oscillator Smoothing ShiftArr Shift Array

MAX_VALMaximum of last n values in a Array PerformanceIndicator Performance Indicator SMA

Simple Moving Average

MedianPrice Median Price PositiveVolumeIndex Positive Volume Index SmaSlope SMA Slope

MFI Money Flow Index PSAR Parabolic SAR Stochastic_KStochastic Oscillator K

output

MultiplyArr Multiply Two Array PVT Price Volume trend Stochastic_DStochastic Oscillator D

output

MultiplyValMultiply An Array with

Constant qStick Qstick Stochastic_SDStochastic Oscillator

SD output

NDayRule_HIGH N Day Rule HighRelativeMomentumInd

exRelative Momentum

Index SubArr Subtract Two Array

NDayRule_LOW N Day Rule Low ROC Rate Of Change SUBVALSubtract An Array

with Constant

NegativeVolumeIndexNegative Volume

Index RSIRelative Strength

Index SuperTrend Super trend

NetMomentumOscilator

Net Momentum Oscillator RVI

Realtive Volatility Index Swing_Up Swing Up output

OBV On Balance Volume RWI_LOWRandom walk index

low Swing_Down Swing Down output

IndicatorsT3 Triple-smoothes WilderEMA Wilder EMA

TEMATriple Exponential Moving

Average WilderSmooth Wilder Smoothing

TraingularMovingAverage Triangular Moving Average WVADWilliam Variable Accumulation

Distribution

TrendScoreIndicator Trend Score Indicator WilliamsR Williams R

Trix Trix WMA Weighted Moving Average

TSI True Strength Index XD_ADX_ADXExtended Average Directional

Index ADX output

UlcerIndex Ulcer Index XD_ADX_DXExtended Average Directional

Index DX output

UOSC Ultimate Oscillator XD_ADX_DIPOSExtended Average Directional

Index DI Positive output

UpAverage Up Average XD_ADX_DINEGExtended Average Directional

Index DINeg output

VMA Variable Moving Average XD_CSIExtended Commodity Selection

Index

Vortex_Pos Vortex Positive Output ZLMA Zero Lag Moving Average

Vortex_Neg Vortex Negative Output

OperatorsOprAND 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

Our Offerings

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.

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

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 Mathsand Computer)

Road Ahead

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

Thank You+91-22633010