Trading

A collection of 12 posts

Investing

Realizing superior returns through investing in leading growth stocks

Lets look at the performance of investing in various companies in the technology space. The companies we have chosen for analysis are among the internet businesses and have a significant impact on our

Options

Losing money with In-The-Money options on the NSE

I burnt my fingers on a winning trade this month. I was holding a position that looked pretty secure at expiration but still lost money! I didn't pay much attention to

Trading

Second algo trade

Trading

My First Algo Trade!

Issued my first real algo trade after a very very long time!

Interactive Brokers

Amicable Interactive Brokers Data Analysis using Python and R using reticulate

In this post, I will demonstrate through an example the immense joy of working with both R and Python using reticulate! First a little on the background, the discussion and arguments on R

Trading

Empirical analysis of put-call parity

I was wondering this morning on the viability of making money from arbitrage using put-call parity. Put Call Parity as explained well here defines the relationship between calls, puts and the underlying futures

Trading

Backtesting Model - Trade top 5 stocks from the previous day

Trying out a toy model that follows the following rule set: * Pick top 5 stocks from the previous day * Invest a fixed amount of INR 5000 in each stock * Exit the stocks the

Trading

Using RQuantLib on MacOSX

Using RQuantLib on MacOSX * First install QuantLib as mentioned here [http://quantlib.org/install/macosx.shtml] * Install Boost brew install boost * Download QuantLib A version that slightly lags using: brew install QuantLib This

Trading

Options Spread position at expiry

I've been spending the last couple of weeks creating some algorithmic trading code. I took a spread position on the markets earlier this month. I wagered on fairly large movements from

Trading

Box Plot Spread Trading Model

Just finished a box plot spread trading model. Here is the payoff diagram :-)

Trading

Manic February for SMAC valutions

This month seems to be giving a very tough time to valuation of various "new age" companies / SMAC (Social, Mobile and Cloud) companies. Is this the harbinger of a tectonic shift

Trading

Shorting overvalued stocks

Today's daily dispatch from Casey Research shared few perspectives on the market crash that started with the Shanghai sellout. For the uninitiated on the topic, China’s stock market sank 8.

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