FII & Client Activity in Index Futures – April 9, 2024 Foreign Institutional Investors (FIIs) continued to maintain a bearish stance, actively shorting 7314 contracts worth ₹1233 crore. This led to a net open interest decrease of 7376 contracts, indicating covering of LONG positions Breaking Down FII Activity ✔ FIIs covered: 7473 long contracts ✔…
By Vivek Krishnamoorthy This post on Bayesian inference is the second of a multi-part series on Bayesian statistics and methods used in quantitative finance. In my previous post, I gave a leisurely introduction to Bayesian statistics and while doing so distinguished between the frequentist and the Bayesian outlook of the world. I dwelt on how each…
By José Carlos Gonzáles Tanaka Prerequisites This blog is a hands-on tutorial that walks you through the math behind the ARIMA model and how to implement it as a backtesting strategy for stock trading. You’ll not only learn how to apply ARIMA models but also how to enhance your results with advanced concepts and references….
Statistical thinking is an approach to process information through the lens of probability and statistics so as to make informed decisions. This series of blogs takes you through a journey where we begin with introducing statistical thinking, make a brief stopover to understand Bayesian statistics and then dwell on its applications in financial markets using…
The Demark Pivot Points trading indicator, developed by Thomas DeMark, is a unique variation of technical indicators used to identify potential market trend turning points. Unlike standard types of pivot points, which rely on previous highs, lows, and closing prices, Demark Pivot Points adjust based on the relationship between the open and close. Think of…
Triple Exponential Average: A Smarter Way to Track Trends – Table of Contents Toggle The Triple Exponential Average (TRIX), commonly referred to as the TRIX trading indicator is a momentum oscillator that helps technical traders identify trend reversals, market conditions, and price fluctuations while filtering out insignificant price movements. Exponential moving averages are applied three…
Contents On August 4th, 2024, the VIX was at 45.30 as the trading session closed for the week. In a general sense, we know that the higher VIX goes, the greater the fear in the marketplace and the greater the volatility of price movements. Hence the nick-name, the fear index. In today’s article, we will…
Wishing you a very Happy Mahavir Jayanti! Today is the auspicious day of the birth of Lord Mahavir, and also the Kevalgyan Kalyanak day of Shri Simandhar Swami Ji and other 20 Viharman Jin Bhagwans. Victory to Trishala’s son, Victory to Mahavir! Introduction: The Divine Light of Jainism In the ancient land of India, where…
The Bombshell Announcement That Shook Markets On a day that financial analysts were bracing for another volatile trading session, former President Donald Trump dropped a bombshell: a 90-day pause on most reciprocal tariffs. The unexpected move sent shockwaves through Wall Street, triggering one of the most explosive stock market rallies in recent history. But why now? Was…
When it comes to playing stock earnings announcement events with options, there are pre-earnings trades that enter and exit the trade before the earnings event. Contents There are earnings trades, meaning we initiate a trade right before earnings and exit the trade after the event. There are many strategies out there that attempt to capitalize…