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…2 min read·Feb 1, 2022----
KannanHow To Price Barrier Option Using QuantLib-Python?QuantLib-Python is a powerful computational tool for pricing complex derivatives and structure products.3 min read·Feb 28, 2020--2--2
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…2 min read·Oct 30, 2019----
KannanHow To Trade Nifty Index After Volatility SpikeHistory shows that there can be profit in panic.3 min read·Mar 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…2 min read·Mar 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…3 min read·Mar 5, 2019--3--3
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.2 min read·Sep 22, 2018----