Santosh writes here
  • Home
Subscribe

Trading

A collection of 6 posts

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

Santosh Srinivas
Trading

Using RQuantLib on MacOSX

Using RQuantLib on MacOSX First install QuantLib as mentioned here Install Boost brew install boost Download QuantLib A version that slightly lags using: brew install QuantLib This took 73 mins 40 seconds! Whoa!

Santosh Srinivas
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 Spot. I

Santosh Srinivas
Trading

Box Plot Spread Trading Model

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

Santosh Srinivas
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

Santosh Srinivas
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 8.5% lower.

Santosh Srinivas
Santosh writes here © 2018
Latest Posts Twitter Ghost
Santosh writes here

Subscribe to Santosh writes here

Stay up to date! Get all the latest & greatest posts delivered straight to your inbox