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 Install Boost brew install boost Download QuantLib A version that slightly lags using: brew install QuantLib This took 73 mins 40 seconds! Whoa!
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
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 8.5% lower.
