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Informative Article | Finance | India | Volume 11 Issue 12, December 2022 | Rating: 5.9 / 10
Scenario Tests on Algorithmic Trading Sanitizers
Bhupinder Paul Singh Sahni [4]
Abstract: In the Technology era where everything is being digitalized, Trading Systems are also not left behind. In order to get best execution of the Instruments being Traded on the system, different Algorithms and Strategies are put in place that can work better than human in executing the Best Price available. When technology has advanced so much that we are building mathematical algorithms using computer programming, it also comes with a caution. What if the computer program fails or if the Market becomes too volatile or there are human errors. In order to deal with these Risks, various Trading Sanitizers are put in the trading Applications to ensure Traders are stopped if the Risks are too high. These Sanitizers are customized according to the requirements. This paper will cover why Trading Sanitizers are important, different use and forms of Trading Sanitizers, types of Sanitizers and test scenarios that should be checked by Quality Assurance Engineers to make sure they work effectively on trading applications.
Keywords: Algorithmic Trading; Algorithmic Trading Sanitizers; Quality Assurance; Testing Scenarios; Investment Banking
Edition: Volume 11 Issue 12, December 2022,
Pages: 1327 - 1330