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Experienced Traders
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2. If strategy was not run in live markets, and only back-tested statistically or run against
simulators
a. What slippage value was assumed?
b. What trade prices were considered (for e.g.: for buy trades, did you consider
bid/ask/mid/ltp)?
c. What time granularity of data did you use for back-testing (tick-by-tick, end-of-
second snapshot, end-of-minute snapshot, end-of-day snapshot)?
d. What transaction costs were applied?
e. What are the other assumptions?
3. What is the margin requirement (max, 90%ile intraday; max, 90%ile overnight)?
4. Please provide the daily pnl statement for atleast 6 months (for trading strategies with
holding periods of upto 1 day) or more. Based on these inputs, we would do the risk
adjusted return analysis, drawdown analysis, inherent bias analysis.
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About
Us
We are IRAGE
We provide liquidity
(i.e. Buy and Sell prices) in 1000s
of complex derivatives & equities
continuously throughout the day!
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PROCESS
1000s of EVENTS
(peak data flow:10s GBps)
EXECUTE
COMPLEX LOGIC
(mega portfolio of 1000s derivatives)
MANAGE
RISKS REAL TIME
in
In 1µs
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PERFORM
QUADRILLION
Instructions per server
PROCESS
100S OF GIGABYTES
of data
Across 1 day
MANAGE
STATE of MILLIONS
of orders per server
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We also try to
have fun at the same
time
Stocked Cafeteria
A look at
our people.
Rajib focusses on business strategy, trading
strategies, risk management & internal processes.
He is a regular speak at algorithmic trading
conferences across Asia, America & Europe
Prior experiences – quant research (Bloomberg, NY);
high frequency trading (Optiver, Amsterdam); data
analytics technology (Oracle); business strategy for
an investment firm & derivatives exchanges
Represented India at World Puzzle Championship 4
times. Finalist at Indian National Biology Olympiad.
Rajib is also a visiting faculty in finance at IIM
Ahmedabad Rajib Ranjan Borah
B.E. Computer Engineering (NIT Surathkal) CEO
PGDM – IIM Calcutta
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IRAGE
A look at
our people.
Core Technology
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IRAGE
A look at
our people.
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