Niuhi Live Dash — our little control center of sortAt Niuhi, we are all about data, maximizing data collection and data driven decisions. In the past, I have written about our other…Mar 13, 20231Mar 13, 20231
Option Premium and backtestsSo these days, I see a lot of backtest reports going around on #fintwit and majority of these tweets are reporting strategy stats in…Aug 24, 2022Aug 24, 2022
Our shiny new dashboard to decode option greeksFor some time, I have been thinking to create a trading strategy to benefit from iv spikes, didn’t know where to start. Mostly, in such…Aug 18, 20222Aug 18, 20222
Backtest Results — DumbledoreDumbledore is a non-directional intraday weekly index option selling Algo. It’s a simple, all weather, time-tested and relatively safe…Jan 7, 2022Jan 7, 2022
Overnight Returns vs Intraday ReturnsRecently I came across this tweet https://twitter.com/deepakshenoy/status/1474322739691331584?s=20 by Deepak Shenoy. I had seen this 2–3…Dec 27, 2021Dec 27, 2021
Algo Trading Execution AnalysisNifty / Banknifty ATM options are one of the most liquid instruments in Indian markets and we have been recording lot of important…Nov 30, 20211Nov 30, 20211
Backtest Report — JamesJames is a positional stat-arb / mean reversion stock future Algo. It takes hedged long/short positions in stock futures. It requires max…Nov 11, 2021Nov 11, 2021
Backtest Report — NemoNemo is a non-directional intraday weekly index option selling Algo. It’s a simple, all weather, time-tested and relatively safe algo…Nov 11, 2021Nov 11, 2021
Backtest Report — KohliKohli is a positional (overnight) weekly index option selling Algo. It would sell maximum of 1 lot of Nifty and Banknifty options (puts…Nov 10, 2021Nov 10, 2021