Basic Quant Strategies

Technical Indicators

Simple Moving Average
Syntax:sma(parameter,n)

As the name, it gives the average of the parameter for the last n values of the parameter.It is called moving average because it is calculated at…

Framework of an Algorithmic Trading Strategy

An Algorithmic Trading Strategy must have the following key components

• Driving Force
• Confirmation
• Movement CheckPoint
• Noise Reduction

Monte Carlo Simulations

Sounds tough right, sounds fancy!!

It is a tool to stress test your investment strategy in different “universes”. Seems weird. Don’t worry it will all make sense in some time.

Statistics used

Basic Statistics is very useful in developing a trading algorithm. Some of the most widely used functions are as follows

• Mean
• Standard Deviation

Portfolio Allocations

A well diversified portfolio can save you from risks which might not have been expected. And stock markets are always un-predictable. It can never be said in surity that the prices will behave a particular manner.

Components of Risk Management

Risk management is one of the most important things to do in the stock markets. One key work of the strategy is to make sure that losses are redues, because, losses will always be there no matter how good the strategy is, but a good strategy is able to ensure that losses are…

Classification by Methods of Stock Analysis

Fundamental Analysis

Fundamental Analysis refers to investing or trading based on the core stability of a company with is reflected in its financials like revenue, income, net profit, capital expenditure etc. The core genesis is…

Classification of stocks

Growth Stocks

Stocks that have very strong fundamentals and are expected to outperform the market in the future. Such stocks are usually of the well-established companies that the proved their mettle. Investors investment in these with regard to gains through…

Classifications of different domains in trading

This module is generally related to different types and aspects of investment strategy, trading, risk management and any other aspect that we thought might be helpful.

Portfolio Optimization

Quote: “One size doesn’t fit all.” One can simulate all the stocks listed on NSE at a single go but all will not perform well.

Some stocks will respond nicely to the strategy and rest won’t.