KannanHow To Trade Nifty Index Straddles After Budget?A lot of folks have reached out to me during the past few days to have an update on my Bloomberg Quint story How Option Traders Beat Budget…Feb 1, 2022Feb 1, 2022
KannanHow To Price Barrier Option Using QuantLib-Python?QuantLib-Python is a powerful computational tool for pricing complex derivatives and structure products.Feb 28, 20202Feb 28, 20202
KannanCan Simple Trend Strategies Work Long Term?Almost 85% of CTA returns can be explained by simple trend following. Momentum or trend following are without a doubt the most popular…Oct 30, 2019Oct 30, 2019
KannanHow To Trade Nifty Index After Volatility SpikeHistory shows that there can be profit in panic.Mar 18, 2019Mar 18, 2019
KannanHow To Trade Nifty Index On Derivatives ExpirationAutocorrelation is a time-series phenomenon where a stock’s past and future returns are correlated. The presence of autocorrelation occurs…Mar 9, 2019Mar 9, 2019
KannanHow Indian Short-Volatility Strategy Made Money For The TradersStructured products or strategy that profit from lower-than-expected equity volatility are most popular in India. The strategy here is to…Mar 5, 20193Mar 5, 20193
KannanHow to Harvest Volatility Risk Premium in India’s Nifty IndexThere were only 30 instances in the past eight years where the benchmark Nifty Index recorded a fall of more than 3% in a week.Sep 22, 2018Sep 22, 2018