Author: Yashraj Singh

Date: November 11, 2024

Topic: Mastering Algorithmic Trading Strategies

LinkedIn: www.linkedin.com/in/yashrajm320

1. What is Algorithmic Trading? 🤖

Algorithmic trading refers to using computer programs to automatically execute trades based
on a defined set of rules. These rules, often designed around technical indicators, statistical
models, or fundamental market conditions, aim to identify and capture profitable trading
opportunities in real-time. The main advantage lies in eliminating human emotions, such as fear
and greed, which can often negatively influence manual trading decisions.

Algorithms can analyze market data, identify opportunities, and execute trades far faster than a
human could. This not only allows for speed and precision but also reduces slippage—the
difference between the expected price of a trade and the price at which it is actually executed. In
financial markets where millisecond differences can lead to profit or loss, algo trading ensures
that trades are placed at the optimal moment.

2. Types of Algorithmic Trading Strategies 📈

Algorithmic trading, or algo trading, leverages various strategies to capitalize on different
market dynamics. Let's dive deeper into these strategies to understand their mechanics,
nuances, and real-world application.

Momentum Trading: Riding the Trend 📊

Momentum trading is akin to surfing a wave—the goal is to ride the crest for as long as it has
momentum. Here, algorithms are programmed to buy assets that show an increasing price
trend and sell those showing a downward trend.

• Key Indicators: Moving Averages (MA), Moving Average Convergence Divergence

(MACD), and Relative Strength Index (RSI) are commonly used to gauge the strength
and continuation of a trend. For example, if a stock’s price moves significantly above
its 50-day MA, it might indicate the presence of positive momentum.

• Institutional Impact: Institutional buying, such as when large hedge funds enter
the market, creates waves of price movements. Algo traders can leverage this
momentum to profit until signs of exhaustion become visible, typically indicated by
a drop in volume or weakening trend indicators.
 • Practical Implementation: In a typical algo-driven momentum strategy, the
algorithm continuously scans market conditions for price changes, volatility spikes,
or volume increases. Upon identifying a qualifying trend, it enters the position, and a
trailing stop is often used to exit when the trend shows signs of reversal.
The phrase "the trend is your friend" perfectly encapsulates the ethos of momentum trading—
if there’s strong momentum, ride it until it subsides.

Arbitrage: Profiting from Price Differences 💹

Arbitrage trading strategies thrive on inefficiencies between different markets or instruments.
Imagine being able to buy a loaf of bread for $1 at one store and simultaneously sell it for $1.10
at another. That’s essentially what arbitrage is, but at the speed and complexity only algorithms
can handle.

• Price Discrepancies: These discrepancies could be across different exchanges

(spatial arbitrage), instruments that are fundamentally linked (e.g., a stock and its
corresponding ETF), or related futures contracts.

• Example: If a stock is traded on NYSE and also on the London Stock Exchange, a
small price difference may exist momentarily due to time lags or different market
perceptions. An algorithm could automatically buy from the cheaper exchange and
sell on the more expensive one, locking in a risk-free profit.

• Technology Importance: Since these opportunities exist for only a few seconds or
even milliseconds, latency—the time it takes to transmit order information—plays
a critical role in arbitrage. High-frequency trading (HFT) firms that engage in
arbitrage use colocation (placing their servers close to the exchange’s data centers)
to minimize latency and capitalize on fleeting price discrepancies.

Market Making: Providing Liquidity 🏦

Market making involves providing continuous buy and sell quotes for a financial instrument,
making it possible for other market participants to trade efficiently. Market makers profit from
the bid-ask spread—the difference between the buying and selling price.

• Bid-Ask Spread: If the market maker posts a bid price of $10.00 to buy and an ask
price of $10.05 to sell, they earn the $0.05 difference if both orders get executed.
The market-making algo updates quotes frequently to ensure they reflect real-time
market data, especially during volatile conditions.

• Algo Market Making: Automated market-making algorithms are designed to place

limit orders at the best available price on both sides of the book. They constantly
modify these orders based on real-time changes in the underlying asset’s price.
Market making also helps provide liquidity, ensuring smoother trading for
everyone. Large HFT firms like Virtu Financial use market-making strategies
extensively to provide liquidity and, in return, receive rebates or incentives from
exchanges.
Machine Learning Strategies: Leveraging Predictive Power 🤖
With the advent of data science, machine learning has emerged as a powerful tool in
algorithmic trading.

• Predictive Models: Machine learning models, such as Linear Regression, Support

Vector Machines (SVM), or Neural Networks, are trained on historical market
data to identify hidden relationships and predict future price movements. For
example, a regression model might be used to predict next-day returns based on
past price changes, volume data, or economic indicators.

• Deep Learning and Complexity: More advanced deep learning models, like Long
Short-Term Memory (LSTM) networks, can handle vast datasets and time-
dependent features, making them ideal for financial time series analysis. These
models excel at identifying complex patterns that traditional methods may overlook,
like non-linear relationships among different assets or intricate momentum
patterns.

• Adaptability: The beauty of machine learning is its adaptability. Models can be

retrained regularly, allowing them to evolve and adjust based on changing market
dynamics. For example, if a regime shift occurs—from a bull market to a bear
market—algorithms can adjust their decision-making processes.

Options Trading Strategies: Complex Strategies, Automated 📉📈

Options trading offers diverse possibilities, from speculation to hedging, due to their derivative
nature—they derive value from the underlying asset.

• Delta-Neutral Strategies: Many algo traders aim to create delta-neutral

portfolios, where the overall delta (sensitivity to price changes) is near zero. This is
done to isolate other Greeks, such as theta (time decay) or vega (volatility),
enabling a trader to profit from changes in factors other than the underlying asset’s
price.

• Volatility Arbitrage: Another common strategy is volatility arbitrage, where a

trader might use historical or implied volatility metrics to determine if an option is
under or overpriced. If implied volatility is significantly higher than the trader's
forecasted volatility, the option might be considered overvalued—suggesting a
selling opportunity.

• Complexity: Options trading algorithms need to account for multiple Greeks to

manage risk effectively—these are measures of the option’s sensitivity to different
variables, like price movements, volatility, and time. Such algorithms often use
complex models like Black-Scholes or Heston’s stochastic volatility model to
price options correctly and identify opportunities.
Concluding Thoughts
The variety of algorithmic trading strategies allows traders to tailor their approach to specific
market conditions and objectives—whether it's capturing momentary price discrepancies or
predicting price moves using machine learning. As technology advances and data becomes
richer, the possibilities for algorithmic trading continue to expand, offering greater precision,
control, and opportunity to those willing to delve into this sophisticated aspect of trading.

Each of these strategies involves distinct risks and complexities, which are why understanding
both the quantitative (mathematics and models) and practical implementation side is crucial.
Successful algo traders not only have strong quantitative skills but also a clear understanding of
market mechanics and behavior.

3. Steps to Create an Algo Trading Strategy 🚀

Developing an algorithmic trading strategy is not just about coding—it’s about blending solid
quantitative analysis, sound market knowledge, and disciplined execution. Let’s break down
each step into more actionable details:

Step 1: Define the Trading Idea 💡

The first step is to conceptualize the strategy. Think of this as the foundational blueprint:

• Research and Ideation: Start by identifying the market inefficiencies you wish to
exploit. For instance, you may notice that high-volume stocks tend to follow an
upward trend post-breakout. You could base a momentum strategy on this
observation. Alternatively, you might want to develop a mean-reversion strategy
for pairs trading, focusing on assets with high correlation, such as HDFC Bank and
ICICI Bank.

• Quantitative Basis: Your idea should ideally have a quantitative basis—be it a

technical indicator, a statistical edge, or a price relationship that is consistently
observable. Think of something that is specific, measurable, and testable. This
step will largely determine your subsequent analysis.

• Trading Rules: Define clear trading rules—under what conditions should your
algorithm enter or exit the market? For example, in a moving average crossover
strategy, you might enter a long position when a short-term moving average
crosses above a longer-term moving average.

Step 2: Backtest the Strategy 🔄

Backtesting is the process of testing your strategy using historical data to see how it would have
performed in the past:
 • Why Backtest?: Backtesting allows you to validate your hypothesis before
committing real capital. It provides insights into historical performance, potential
profits, drawdowns, and how the strategy reacts in different market phases.

• Tools and Platforms: Tools like Backtrader, PyAlgoTrade, and Zipline are
popular in the algo trading community. They provide functionalities to easily load
data, define strategies, and visualize the performance metrics. For example, you
could backtest a mean-reversion strategy using the past five years of price data to
assess its consistency.

• Data Quality: The data used must be accurate, as any flaws could lead to misleading
conclusions. High-quality data should include adjustments for splits, dividends, and
corporate actions. Tick data is often used for more precision, especially in high-
frequency trading (HFT).

• What to Evaluate: Evaluate Sharpe Ratio, maximum drawdown, hit rate

(percentage of profitable trades), and more. These metrics help determine if the
idea is robust or over-optimized to fit past conditions, which may not hold in real
trading.

Step 3: Optimize Parameters 🔧

Optimization involves adjusting your trading parameters to achieve the best performance:

• Avoid Overfitting: The goal is not to optimize to the point of perfection on

historical data—this is called overfitting. Overfitted models perform poorly in live
markets because they have learned to respond perfectly to the noise in historical
data rather than true market patterns. Instead, find parameters that deliver stable
performance across different datasets or market regimes.

• Parameter Testing: For example, in a moving average crossover strategy, you

might test the lengths of the short and long MAs (e.g., 10-day vs. 50-day vs. 100-
day). Use a walk-forward analysis to ensure that your optimized parameters
generalize well across different time periods.

• Backtesting vs. Forward Testing: Once optimization is complete, forward test the
strategy using out-of-sample data to ensure robustness. This helps confirm that
the strategy hasn’t merely fit the historical dataset but has predictive power.

Step 4: Implement Risk Management 🚨

Risk management is crucial to keep losses under control and preserve capital:

• Position Sizing: Use techniques like Kelly Criterion or simple risk-per-trade

models to determine how much capital to allocate to each trade. For example,
risking 2% of your capital per trade means you could withstand several losses
without being wiped out.
 • Stop-Loss and Take-Profit Levels: Embed stop-loss orders to protect against
sudden market moves. Trailing stops can also be used to lock in profits while
keeping the upside open. Algorithms can adjust stops dynamically based on
volatility. For instance, in a volatile market, the stop-loss might be widened to avoid
being hit by random fluctuations.

• Risk Metrics: Define metrics like maximum drawdown, Value-at-Risk (VaR), and
conditional VaR to continuously monitor your portfolio’s exposure. This helps
ensure your risk profile stays within acceptable limits even during drawdowns.

Step 5: Deploy and Monitor in Real Time 🚀👀

Once confident in your strategy’s performance, it’s time to deploy. However, live deployment
needs careful consideration:

• Paper Trading First: Always deploy the strategy initially in paper trading mode.
Paper trading lets you test your strategy in live markets with no real capital at risk.
This stage helps to check for operational issues, such as execution delays or
unexpected behavior due to market anomalies.

• Infrastructure: If you're executing a high-frequency strategy, latency is a critical

consideration. Deploy your server close to the exchange to minimize latency
(known as colocation). For lower-frequency strategies, this may not be as crucial.

• Monitoring and Adaptation: Once live, it is crucial to continuously monitor both

market conditions and the strategy itself. Markets change, and a strategy that
worked well in a bull market might struggle in a bear market. Monitoring involves
checking the Sharpe ratio, hit rate, max drawdown, and ensuring that the
execution aligns with expectations. If anomalies are found, it might require a re-
optimization or model tweaking.

• Model Drift: Models based on historical data are susceptible to model drift—the
idea that patterns they were built on may no longer exist. Regular updates, including
retraining on more recent data, can help adapt to changing market dynamics.
Additionally, it's essential to maintain version control of models, allowing you to
revert to a previous version if new changes do not yield expected outcomes.

Wrapping It Up
Creating an algorithmic trading strategy is as much about understanding financial markets as it
is about software development and data science. From ideation to implementation, each stage
requires attention to detail, constant evaluation, and iteration. As you progress from backtesting
to live trading, always remember that markets are dynamic, and adaptability will often be the
key differentiator between success and failure in the algo trading world.
4. Risk Management in Algorithmic Trading ⚠️
In the complex world of algorithmic trading, risk management acts as the bedrock of a
successful trading strategy. Without a robust risk framework, even the best models can lead to
catastrophic losses. Here's how risk management integrates into the very fabric of trading
algorithms:

Max Drawdown Limit 📉

The maximum drawdown refers to the largest observed loss from a peak to a trough in the
value of your trading strategy. It’s a critical risk metric for traders, indicating the worst potential
loss over a given period.

• How It Works: You can code your trading algorithm to halt trading if the portfolio’s
drawdown exceeds a specific threshold, say 10% of capital. This action prevents the
strategy from continuously trading under deteriorating market conditions, which
could deplete your capital further.

• Practical Example: Consider an algo trading strategy where the maximum

drawdown limit is set at 15%. If during a rough trading week, the portfolio
experiences a drawdown beyond 15%, the algorithm ceases further trade execution,
preventing potential snowball effects. This preemptive risk control is essential to
safeguard your capital, especially during market turmoil.

Exposure Controls 🧮
Exposure control is another vital risk management aspect, ensuring no single position is
allowed to overextend the portfolio’s risk limits.

• Diversification: By limiting exposure to any one trade or sector, you achieve

diversification—a way to spread risk across different instruments and minimize
overall portfolio volatility. For example, you could set an allocation limit to 5% of
your total capital for any individual position, ensuring a broad spread across assets.

• Position Sizing Models: Methods like the Kelly Criterion or Risk Parity help
decide optimal position sizes based on risk-reward trade-offs. The Kelly Criterion,
for instance, maximizes expected growth by allocating a fraction of your capital
proportional to the edge (or advantage) you have over the market divided by your
risk. On the other hand, Risk Parity attempts to allocate capital such that each asset
contributes equally to the portfolio’s overall risk.

• Practical Use: In a trending market, let’s say you have identified five strong signals
from your momentum-based algo. Without exposure control, allocating too much to
a single trade could lead to severe portfolio drawdowns if the market turns.
Exposure control makes sure that no one trade can sink the ship, maintaining a
balanced portfolio.
Stop Losses and Trailing Stops 🚦
Stop-loss orders and trailing stops are indispensable tools in managing trade-specific risk.

• Stop-Loss Orders: These are set to trigger when the asset price reaches a
predefined level, ensuring that losses are capped per trade. For instance, an
algorithm might initiate a stop-loss at 2% below the entry price to limit the
downside risk. By enforcing discipline, stop-loss orders prevent a single bad trade
from wiping out a significant chunk of your trading capital.

• Trailing Stops: A trailing stop follows the price movement—adjusting itself as the
asset price moves in a favorable direction, thereby locking in profits. For example,
suppose you enter a long trade, and the price moves up by 5%. A trailing stop set at
2% below the highest price ensures that, even if the market reverses, the trade exits
profitably at 3% gain, locking in some profit without having to monitor the market
constantly.

• Automated Adjustment: Trailing stops work particularly well in algo trading

because the algorithm continuously monitors the market and adjusts the stop level
in real-time. This kind of dynamic risk management ensures that while you
capitalize on upward price movement, you’re also protecting your gains.

Advanced Techniques for Risk Management 🔒

There are also advanced methods that can be incorporated into risk management:

• Volatility-Based Position Sizing: Adjusting position sizes based on market

volatility is another useful risk control. During periods of high volatility, reducing
position sizes helps minimize the risk of getting caught in unpredictable swings.

• Stress Testing: Regularly stress testing your strategy across historical market
crises (such as the 2008 Financial Crisis or COVID-19 market crash) helps assess
how well your risk framework stands up in extreme conditions. This ensures that
risk measures aren’t only suitable for stable markets but also for times of extreme
instability.

• Risk Limits Across Strategies: For those managing multiple strategies

simultaneously, applying risk limits across all strategies (e.g., combined drawdown
limits) can prevent excessive capital drawdown due to correlated market
movements, thereby avoiding an over-concentration of risk in certain conditions.

The Bigger Picture

In algo trading, risk management isn't an afterthought—it's an inherent part of the strategy
development process. By building in these controls at the code level, traders ensure that no
position, however promising, jeopardizes the integrity of the portfolio.

Risk management provides both the seatbelt and the brake for an algorithmic trader. Without
it, even the best quantitative models can end up in ruin during market volatility. Consistently
respecting and implementing risk measures will provide the safety net that allows traders to
survive and thrive in a variety of market conditions.

5. Real-World Applications and Tools

To develop, test, and execute an algorithmic trading strategy successfully, you'll need the right
mix of software tools, libraries, and broker services. Let’s explore the most prominent ones
and how they fit into the workflow:

Python and Key Libraries 🐍📊

Python is the backbone of most algorithmic trading development because of its readability,
flexibility, and powerful ecosystem of libraries. Below are the core Python tools that facilitate
trading strategy development:

• Pandas: Used for data manipulation. Pandas makes it easy to import, clean,
analyze, and transform financial data. Its tabular data structure is similar to Excel
but with far more computational power.

• NumPy: Provides high-performance array operations that are crucial for

mathematical computations, which are foundational in building indicators,
simulating models, and performing calculations for return metrics.

• TA-Lib: This library is a collection of technical analysis functions such as moving

averages, RSI, Bollinger Bands, and many others. Instead of writing these indicators
from scratch, TA-Lib allows you to integrate sophisticated indicator functions
directly into your algo.

• scikit-learn: If you’re utilizing machine learning models, scikit-learn is an

indispensable library that provides access to a variety of algorithms for clustering,
classification, and regression. This is highly useful in predictive modeling, especially
for developing statistical arbitrage or trend prediction systems.

Backtesting and Prototyping Frameworks 🔄

Backtesting is a crucial step in algorithmic trading to test the robustness of your strategies
before deploying them with real money. Below are the tools that can be used to streamline this
process:

• Zipline: Zipline is an open-source backtesting library that’s built to be simple yet

effective for quickly prototyping and testing new strategies. Its integration with
Pandas makes it highly compatible with financial data.

• Backtrader: Backtrader is another popular Python backtesting framework that

has a steep learning curve but provides a lot of flexibility and depth. It also allows
for easy integration with broker APIs, helping traders transition from backtesting
to live execution seamlessly.
 • QuantConnect: For those looking to backtest in a cloud-based environment,
QuantConnect provides a powerful interface that allows traders to test their
models against historical data as well as execute in real-time. It also supports
multiple languages (Python, C#, F#), making it versatile for a broader audience of
traders. QuantConnect's LEAN engine is designed to provide a production-quality
backtesting environment, where traders can leverage both live and historical data.

Broker Services for Trade Execution 🚀

Once your strategy has been optimized, you’ll need a way to execute trades in the live market.
Broker APIs are essential for connecting your algorithm to the financial markets:

• Interactive Brokers (IB): IB offers robust API access and has wide market
coverage across the globe. Their Python API is particularly helpful for algo traders
wanting to trade stocks, options, futures, and more through a single interface.
Interactive Brokers has a reputation for being reliable with good pricing, making it
suitable for professional-level traders.

• Alpaca: Alpaca is a newer broker that has gained popularity due to its
commission-free trading model and easy-to-use API. It supports Python
integration and works well for traders in the U.S. interested in equity trading.
Alpaca’s REST API makes connecting an algorithm relatively straightforward, which
is great for those who are new to live algorithmic trading.

Cloud-Based Testing and Deployment Platforms ☁️

Platforms like QuantConnect or AlgoTrader enable algo traders to seamlessly move from
backtesting to live trading with minimal infrastructure setup:

• QuantConnect: This cloud-based trading platform allows you to code, backtest,

optimize, and execute strategies all in one place. It has a rich dataset and
collaborative coding options, making it suitable for traders looking to learn and
connect with a community. QuantConnect uses historical data from various sources,
providing a good foundation for designing and testing different market conditions.

• AlgoTrader: AlgoTrader offers a robust solution for institutional algo traders,

providing functionality for both backtesting and live trading, with support for
multiple asset classes like futures, options, forex, and crypto.

Real-World Implementation Example 💡

Imagine you’ve come up with a mean-reversion trading strategy. You begin by using Pandas to
load and clean historical stock data. You then use NumPy to create a rolling calculation of the
moving average and detect divergence points. To prototype the strategy, you employ
Backtrader to test the past ten years of stock data to see if the strategy consistently provides an
edge.

If backtesting results are promising, you move forward by utilizing QuantConnect for cloud-
based testing, simulating your strategy in real-time with live market data but without any capital
at risk (i.e., paper trading). Finally, after successful simulations, you deploy the model live via
Interactive Brokers using their API to execute trades in the actual market environment.

Wrapping Up
A successful algo trading journey doesn’t just hinge on having a profitable strategy—it also
depends on using the right tools to backtest, refine, deploy, and monitor that strategy
effectively. From popular libraries like Pandas and NumPy to real-time broker APIs such as
Interactive Brokers, the integration of these tools helps ensure a smooth journey from the idea
stage to real-world execution.

Why Should You Care About Algorithmic

Trading? 🤔💡
In today's fast-paced financial markets, algorithmic trading has become almost indispensable
for both professional traders and institutions. Here’s why you should be investing your time and
energy into learning and mastering algo trading:

1. Efficiency and Precision 🚀

Algorithmic trading allows you to execute trades with speed and precision that are impossible
for manual traders to match. When a market opportunity arises, milliseconds can make a
significant difference in the outcome. Algorithms can make those decisions instantaneously
based on pre-programmed conditions, ensuring that every opportunity is seized at the optimal
time.

• Imagine this: An opportunity for arbitrage arises, where the price of a stock is lower on
one exchange compared to another. Without algo trading, executing such a trade
manually would take too long, by which point the price difference could be gone. Algo
trading allows traders to take advantage of these short-lived opportunities.

2. Reducing Emotional Bias 😌

Human traders are prone to emotional decisions—fear, greed, and overconfidence can all lead
to poor trading outcomes. Algo trading, on the other hand, is free from such biases. The
decision-making process is strictly based on logic and data, meaning that emotions like panic
during market downturns or exuberance during rallies do not influence the execution of trades.

• Less stress, better decisions: With algorithms handling the trades, there is no need to
constantly second-guess yourself or worry about the emotional rollercoaster that
manual trading brings. You set the rules, backtest them, and let the machine execute
flawlessly.
3. Broadening Trading Horizons 🌍
Algorithmic trading empowers you to explore complex and advanced strategies that would be
impossible to manage manually. These include:

• Arbitrage Strategies: Finding and capitalizing on price discrepancies across different

markets requires precision and speed. Algo trading provides just that.
• Options Strategies: With the myriad of ways you can use options—spreads, straddles,
volatility-based strategies—algorithmic trading simplifies managing these positions and
calculating Greeks such as delta and theta on a real-time basis.
• Market Making: Quoting both buy and sell prices across various financial instruments to
earn the bid-ask spread is a complex task requiring continuous market monitoring and
adjustment—perfect for an algorithmic approach.

4. Backtesting and Optimization 🔍📊

Algo trading allows you to not just come up with a trading idea, but also test it before risking
capital. Using historical data, you can backtest your strategy to see how it would have
performed, adjust parameters, and iterate until you have something robust. This reduces the
chances of failure when you eventually go live.

• Scenario Analysis: You can stress-test your strategy against historical market events,
such as the 2008 financial crisis or the COVID-19 crash, and understand how it might
perform in times of extreme volatility. The ability to refine and perfect your model before
any real money is at stake is invaluable.

5. Less Screen Time, More Automation 🤖

With algo trading, you’re no longer glued to your screen, waiting for the right opportunity to
execute a trade. The algorithm continuously monitors the market, analyses it against your pre-
set conditions, and executes whenever criteria are met.

• More Trades with Less Effort: The efficiency that comes with automation also
means you can trade across multiple assets, exchanges, and timeframes
simultaneously. You could be running an arbitrage strategy on Forex, a mean-
reversion strategy on equities, and an options volatility strategy all at the same
time.

• Better Work-Life Balance: Because of the automation aspect, you can lead a more
balanced life—dedicating time to other endeavors while your algorithms continue
trading in the background.

6. Skill Development and Career Opportunities 🚀💼

Algorithmic trading skills have huge potential in the current financial industry landscape.
Quantitative trading is an evolving and lucrative career option with firms such as Two Sigma,
Citadel, and Jane Street always looking for talent that can develop profitable trading models.
Understanding algo trading enhances your data analysis, programming, and financial modeling
skills, making you a strong candidate for roles not just in trading, but in data science, quant
research, and investment analysis.
Bridging the Gap to Success 🌟
Algorithmic trading provides an edge that manual traders can’t replicate. Whether you’re an
individual trader looking to maximize efficiency, an investor trying to expand into options and
futures, or a professional seeking to refine your skills—algo trading can elevate your game. It’s
all about bringing speed, efficiency, and data-driven discipline to your trading, ultimately
broadening your market horizons and allowing you to pursue more sophisticated strategies
without the need for constant monitoring.

Are you currently exploring algo trading, or curious about any specific part of this journey? Share
your experience or ask away in the comments! Let's grow together. 😊