Program trading

Large baskets of stocks bought or sold at once by computer programs.
Also known as: Arbitrage and non-arbitrage trading

What it is

Program trading bundles many stocks into a single order that institutions or foreign investors execute automatically based on preset conditions.

Types

Arbitrage trading exploits price gaps between futures and cash; non-arbitrage trading buys or sells index baskets regardless of that gap.

What to keep in mind

Heavy program buying lifts large caps and the index, and futures and options expiry days can bring big closing swings as arbitrage positions unwind.

This explanation is general information, not investment advice. Rules reflect September 2026 and may change; check official exchange and broker notices.