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Reference Books - NSE Central
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Pairs Trading (NSE Futures). Options Strategy Work sheet. I have received many queries regarding strategies using options. Here is an excel sheet which I created for beginners. Please download and feel free to modify/share. Come Into My Trading Room: A Complete Guide to Trading. Author: Martin J Pring. Technical Analysis: Power Tools for Active Investors. Unlike most technical analysis books, Gerald Appel's Practical Power Tools! With this book as your guide, you'll quickly discover how through safer spe...
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Pairs Trading - NSE Central
http://www.nsecentral.com/home/pair-trading
Pairs Trading (NSE Futures). Pairs Trading involves trading of securities in pairs.The instruments that constitute the pair are those whose prices tend to move together. But due to various factors affecting the pricing of securities, the prices diverge. Pairs trading makes use of this anomaly in the relationship between these two securities. We do this under the assumption that the anomaly would correct iteself and the price relationship between the two instruments will be restored. The first chart below...
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Market Outlook - NSE Central
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Pairs Trading (NSE Futures). Predicting market direction using. 18 day, 50 day, 200 day Moving Average (MA) of the closing prices. RSI(14) - RELATIVE STRENGTH INDEX (14 Day). SLOW STOCHASTIC (%K 15D, %D 5D). Nifty Trend Analysis Page. Some details about using technical indicators to your advantage.
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Trend Trading - NSE Central
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Pairs Trading (NSE Futures). Primary aim of trend trading is to capture the bulk of major moves in trending stocks. This is a very disciplined field where decision making is purely based on trend analysis and not based on emotions or intuitions. We do not enter a trade hoping that the price movement will eventually move in our favor. In trend trading, trade positions are entered only after the trend has begun and exited before the trend concludes.
outrunthemarket.nsecentral.com
Outrun the Market: September 2013
http://outrunthemarket.nsecentral.com/2013_09_01_archive.html
Tuesday, 17 September 2013. Options Strategies - Excel Work Book. Here is an excel workbook which comes handy when you want to try out various strategies using options. You can download this at. Options Strategy- Excel Work sheet. Found under http:/ www.nsecentral.com/home/reference-books. Also, visit http:/ optionstrategies.nsecentral.com/strategist/. For some live strategies based on Nifty Index (NSE India). Subscribe to: Posts (Atom). Options Strategies - Excel Work Book. Cool Links - Archive.
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Outrun the Market: OLS Estimation
http://outrunthemarket.nsecentral.com/2012/06/ols-estimation.html
Monday, 11 June 2012. Simple Regression with ORDINARY LEASE SQUARES:. Assume the following Data:. Excess Return on Funds. Excess Return on Markets. Excess Return over Risk Free Rate. Independent variable (xt)= Excess Return on Markets. Dependent variable (yt) = Excess return on Funds. Yt = α βxt u t. True line with OLS regression:. Slope β= cov(x,y)/var(x). Intercept α = mean(y) - β*mean(x). X1=nparray([13.7,23.2,6.9,16.8,12.3]). Look at the results. From the above summary,. Α = -1.7366, β= 1.6417.
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Outrun the Market: Heteroscedasticity - Applying correction
http://outrunthemarket.nsecentral.com/2012/06/heteroscedasticity-applying-correction.html
Monday, 18 June 2012. Heteroscedasticity - Applying correction. Procedure to apply correction for heteroskedasticity. Step 1 : Primary Regressiion. Run the primary regression on yi = const beta1*x1i beta2*x21 . ui. Var(ui) = (σi)* 2. Step 2: Auxilliary Regression to determine σi. Run the regression on the absolute value of the error term ut , the 'resid' of the primary regression ( ut = alpha1*x1i alpha2*x2i .). The fitted values of this regression is the estimate of σi. The resulting regression is BLUE.
outrunthemarket.nsecentral.com
Outrun the Market: June 2012
http://outrunthemarket.nsecentral.com/2012_06_01_archive.html
Monday, 18 June 2012. Heteroscedasticity - Applying correction. Procedure to apply correction for heteroskedasticity. Step 1 : Primary Regressiion. Run the primary regression on yi = const beta1*x1i beta2*x21 . ui. Var(ui) = (σi)* 2. Step 2: Auxilliary Regression to determine σi. Run the regression on the absolute value of the error term ut , the 'resid' of the primary regression ( ut = alpha1*x1i alpha2*x2i .). The fitted values of this regression is the estimate of σi. The resulting regression is BLUE.
outrunthemarket.nsecentral.com
Outrun the Market: Testing for Heteroscedasticity
http://outrunthemarket.nsecentral.com/2012/06/testing-for-heteroscedasticity.html
Friday, 15 June 2012. Testing for Heteroscedasticity by conducting whites test:. Data file : http:/ goo.gl/ghtdr. Refer the comments in the code. Heteroscedasticity - White's Test. Cheryan M. T. Data file : macro.xls. Save the content as macro.csv file. Import numpy as np. Import statsmodels.api as sm. From scipy.stats import chi2. Macro = pandas.read csv("macro.csv"). Header from the panda data frame. Date 254 non-null values. Microsoft 254 non-null values. SANDP 254 non-null values. Dprod = np.diff...
