Ankit Garg
Systematic Quantitative Trader | Masters in Quant Finance - @UCBerkeley | ex-Interbank FX trader| Founder: @decibelcapital
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๐ขAlert: Seasonality Strategy (With Code) Santa Claus Rally ๐ Is a well known and documented effect in indices across the globe. Rules: Long 5 Days before End of Year. Exit 2...
"OMG How could they be removing periodic table" - has been the common response to this article. I spent 10 mins in looking under the hood. And the reality is sorta different. If...
Re-doing my #BookRecommendations for beginners in the world of systematic/quantitative trading and investing as recently received several Qs. Retweet/Share with anyone who might...
About 500 votes in. And half of them feel itโs an arbitrage. Let me debunk that a bit. A ๐งตcoming up: What is arbitrage? The traditional definition is that itโs the process of pr...
Another gap upon us + option expiry. Could be a good set up for some gap trades. KOSPI, HSI have given up gap up open gains. Will watch first 5-10 mins action to take a call....
Good Morning Traders. Another expected gap on #Nifty and #BankNifty today. I've traded these a few times over recent weeks. Here is a summary of most recent trade. Share how you p...
๐งตon summary of today's #gaptrading. Might help discretionary traders: - Mkt was expected to open with a big gap down. Need to assess one of three modes - bull (fade the gap), bear...
Pre-market clues: - Kospi (North Korea) & HSI (Hong-Kong) have traded for few hours. - HSI saw some short covering, KOSPI has been weak. - - HSI has lost ground. - It seems globa...
#Nifty and #BankNifty gapping down today. Expiry day as well. What are you planning to trade?
Watchout for this pattern today if you are trading discretionarily. Expected gap up in a strong move market. Watchout first 5-15 min PA to trade intraday breakout/down. #bankni...
DMs-which is best โpackageโ to use for #Python #Backtesting. I hv never used a pre-canned package such as backtrader or vectorbt and build my own engine from scratch. Iโd say t...
@DecibelCapital Jul'22 Performance Updates: 1. Base Portfolio (9L) - Monthly Return: 16.4% net of costs - Total Return since Jan'21: 110.56% - Closed at All Time High - Trades Mom...