Quant & Strategy Specific

Learn when trend-following vs mean-reversion works in Indian markets, with rules, filters, examples (Nifty/Bank Nifty), ...

Event-driven algorithms use time-stamped corporate events—earnings, dividends, and material news—to predict short-term p...

Ethical quant finance means designing, testing, and executing models that seek best execution without deceiving markets ...

Pair trading is a market-neutral strategy that goes long one security and shorts another to profit from their relative m...

Stop losses protect single trades, not portfolios. Robust algo risk management layers position sizing, exposure caps, vo...

Machine learning (ML) helps Indian traders forecast returns/volatility, select positions, and execute smarter—while rein...

Momentum factor investing ranks securities by recent performance and systematically tilts toward “winners” while avoidin...

Covered calls generate income from existing holdings (mildly bullish, short volatility); straddles bet on big moves (lon...