Selection of Instruments for Algorithmic Trading

Hi,



I am Abhishek, currently undertaking the EPAT course. I have started developing the desired system architecture to commence the trading. 



How should I go about selecting the instruments in which I can implement the strategies? Is there any suggested volume benchmark I should look at? Any other parameters? Like market cap, volatility, open interest? 



Heard that the maximum opportunity can be generated in the index futures and options. Is it true?



Please suggest. Thanks,



Abhishek Gupta

9999459495

Hi Abhishek,



Intraday traders usually prefer to trade the most liquid markets, as the cost of the slippage will be less and the ease with which you can enter and exit the market is also good. Index futures and options are one of the most liquid instruments in Indian exchanges, so the intraday trading opportunity is also good. But if your trading frequency is less, say 1 or 2 trades a day, then the slippage costs should not matter much.



So depending on the strategy's frequency of trading and risk you can choose the market. You can try the Nifty 50 stocks for strategies that require good intraday volume.