Capitalmind
Capitalmind
Actionable insights on equities, fixed-income, macros and personal finance Start 14-Days Free Trial
Actionable investing insights Get Free Trial

14 ArticlesTrading Systems

1 / 2

Optionalysis: A Tiny Profit with MA20 After Disastrous Moves

  The MA20 today fizzled out. We bought the 7700 PE after the MA20 crossed below 30, but after it showed some enthusiasm going to 116, it retreated to 90 ...

SEBI Hits Algo Trading With Penalties And LockOuts

Algorithmic trading has now become the rage, officially. With 18% of trades in April being algorithmically generated, SEBI has now gotten more active in ...

Algorithmic Trading Possible in India?

In a program trading group on LinkedIn, someone asked if Algo trading is viable in India. My answer, suitably explained: Note: If you aren’t a trader, this ...

Trading System Log: 2% up for the month

I’ve been working with a system we had developed over 18 months ago at Moneyoga, and the results have luckily been charming. (Above is the daily equity ...

Strangle Trades: Very interesting results

I have been looking at Nifty strangles for a while and the results seem to be very encouraging. Essentially it’s about buying an option strangle – ...

Stopped out!

I got stopped out of my long Nifty trade this morning – the Nifty was down only 4% then. That’s a loss of around 25% net, reasonably huge for me, ...

Systems or discretion?

Weird thing. Our systems – which end up being short or long, depending on the trend,are doing wonderfully in these markets. In the last couple weeks, we ...

System Trading Performance Update

A system trading update: now we have two systems in operation. The first one is running reasonably, up 19.11% since Jun 08, unlevered. This translates to ...

Another Strangle: 38% this time

Continuing a strangle strategy: A strangle bought two days ago – when the index was near 4100, a figure too close to comfort from the 4210 closing last ...

Outperformance By Hanging Around

Yesterday we decided not to trade the system. We’d found that when the market had gapped and was in some direction by over 4% – then we found that ...