Raghav @rogue_hft Twitter profile

Last Seen Profiles

@_atalicio

@amostraaraba

@lovelyleahabbo

@pmgarcia

@jonsnow36987

@L0oiic

@astroopub

@JeraldineA68277

@DocCoyle

@Grantocreates

@minlvsym

@theebigwhale

@mbappe_cpx

@NJCouples1

@sspasisohranii

@spacityng

@d0iasm

@almmlkh_bn63790

@ccesfootball

@80_mcswan

@LightaBit

@PistonAndBilly

@mds

@2mndailydose

@SixCentPress

@Blocklino1

@AsayeDerbie

@woongisasi

@Internistin_RG

@mabanque_bnpp

@mrseanvvv

@b0mb_fischl

@worldduchenne

@lando64000

@kukushnikon

@mardred1010

Raghav

@rogue_hft

8 months

@RBI I hope this means we will stop receiving spam calls from them asking for car loan, house loan etc

5

128

Raghav

@rogue_hft

8 months

@Nithin0dha Time to curve fit - next glitch on Jan 2 will affect 100% of customers

2

120

Raghav

@rogue_hft

3 months

How can retail traders make money? Last fiscal year, ~45% of retail traders trading on @AlgoTest_in made money, as compared to the SEBI statistic of 9% of all retail traders! @Seajays_ and I are trying something new this year - we're going to be openly trading a mix of

14

4

51

Raghav

@rogue_hft

3 years

#freaktrade #37100PE a story in charts. y-axis represents the ltp, x-axis the time. These are all the trades in that one second. Someone shouted "FIRE" in a crowded theater with a narrow exit. Instead of an orderly evacuation, we had a stampede.

4

5

42

Raghav

@rogue_hft

2 years

Here's some data on yesterday's #freaktrade #nifty #14500CE x-axis is time, y-axis is price. The x-axis spans 14:34:08 to 14:38:47. Almost 5 mins of mayhem where price discovery was broken and the price bounced between Rs. 0.15 to approx Rs. 2100 a bunch of times. 1/

2

8

42

Raghav

@rogue_hft

2 years

While this is a great feature, something to keep in mind is the inherent (in)stability of your correlation estimate. As you add strategies to a portfolio, based on backtest returns, gives you a historical correlation matrix. /1

AlgoTest - Free Backtesting Options Trading Strategies in India

AlgoTest lets you backtest options trading strategies for free in India. We provide the best backtesting platform for Banknifty, Nifty & Finnifty options strategies.

algotest.in

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

2 years

weekend surprise! We now have a Portfolio page! Now you can add multiple strategies, test their combined results and their historical correlations. This is in beta phase, so do share your feedback 🙂 #NiftyBank #AlgoTest #stockmarkets #trading /1

21

14

115

5

8

39

Raghav

@rogue_hft

8 months

I did a twitter spaces last friday on SEBI Research Analysts for the benefit of retail traders. Little did I know... #options

5

6

39

Raghav

@rogue_hft

2 months

This has been our internal dashboard for a while. Now opening this up for the public. Mention your broker in the comments if you want them listed. This is a realtime dashboard which will be updated every 15mins during market hours. Can also be used to perform periodic health

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

2 months

Broker API Speed debate put to rest. Permanently. At AlgoTest, we created the Broker Speedtest to clear up misconceptions about broker API speeds. Discover the truth behind broker speeds and why the fastest isn’t always the best. Head to to see the

10

9

50

7

2

34

Raghav

@rogue_hft

10 months

Or I can help... To represent your BN delta in terms of FN deltas, Delta_BN_measured_in_FN_term = beta * ((price of BN)/(price of FN))*delta_BN beta you can calculate by regressing (linear) BN on FN RT if there's interest here, and i'll do a YT live with calculation in excel

Bandi Shreyas

@BandiShreyas

10 months

@Sunil967 @iamsherlockedd_ @sensibull That one has to figure out for themselves 😃

0

6

1

3

24

Raghav

@rogue_hft

2 years

Spaces with @VohiCapital got the brain juices flowing, had to dust off the cobwebs from my old @SinclairEuan vol trading book! When options are fairly priced, your theta pnl should exactly offset your gamma PnL (in theory). #Theta is not #edge 1/

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

2 years

Join me in my Space! Volatility trading with @VohiCapital

2

3

19

1

8

20

Raghav

@rogue_hft

8 days

This morning @upstox API blew up - more than half requests timed out We sampled traceback of some requests and it looked like something went wrong on their load balancer at ~920am. Issue persisted for ~20-25mins Check out for #BrokerDownTimeReport

6

0

24

Raghav

@rogue_hft

8 months

Re-igniting this question from last year: What drives your PnL when trading options? Is it theta? Delta? Gamma? Vega? Or something else? Spoiler alert - your long term profitability is not driven by theta decay Using @AlgoTest_in monte carlo engine to show this with data

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

2 years

Join me in my Space! Volatility trading with @VohiCapital

2

3

19

3

2

21

Raghav

@rogue_hft

2 years

Quant trading firms aren't the only ones offering 1cr+ packages! City of New York is looking for Director of Rodent Mitigation (Chief Rat Killer). Job description mentions wholesale slaughter and requires the candidate to be bloodthirsty. Salary range Rs. 1cr - 1.37cr.

Mayank Tripathi

@mayank_408

2 years

Quant trading firms hiring in India along with their salaries(per year) for freshers(from top tier colgs) 1. Graviton Research Capital LLP (90L - 1.2CR) 2. Tower Research Capital (80L to 1CR) 3. AlphaGrep Securities (80L) 4. N K Securities (82L - 1.1CR) +

29

122

807

6

0

18

Raghav

@rogue_hft

8 months

Bad day at the office for #zerodha #zerodhadown News next year - Zerodha FY24 revenue jumps 50% to Rs. 10,000cr, profit after tax jumps to Rs. 5000cr. Yes, we are all masochists 🙃🙃 Zerodha, pls continue taking my money 😉

2

1

17

Raghav

@rogue_hft

2 years

NSE is bringing back 'Do Not Exercise' (DNE), a feature that all other options exchanges offer. This is excellent news for retail. Why though? Also, when the exchange got rid of DNE, it caused a slight mispricing in stock options. A THREAD 1/

Ashish Chaturvedi

@AshishZBiz

2 years

Breaking News: NSE to re-introduce ‘Do Not Exercise’ in stock options.

43

97

713

1

7

18

Raghav

@rogue_hft

4 months

Short video trading MIDCAP this week @AlgoTest_in My plan was simple: 1. Trade less: No hedging or adjustments during the week 2. Cap max loss: long wings which cap max loss to an acceptable number 3. Acceptance: At some point I will realize max loss

Simple MIDCAP NIFTY VRP Strategy | 11% Simulated ROI | Positional...

In this video, we demonstrate and trade LIVE a positional VRP (Volatility Risk Premium) extracting strategy 🤝We place live trades in options contracts of th...

www.youtube.com

3

2

14

Raghav

@rogue_hft

3 months

It seems that this tweet caused a bit of a stir last weekend. Some interpretations were off base, so here’s a clarification: Sample size problem The sample size was way too small to draw any meaningful conclusions: 1. Only one day’s data - The timing and relative positioning

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

3 months

🚀Part 1🚀 90% of orders placed on 16th April 2024(Banknifty & Finnifty weekly expiry) took less than 'n' milliseconds to get an acknowledgement. Only APIs through which more than 1000 orders were placed are taken in consideration. But placing an order is not the only thing

36

20

113

6

3

15

Raghav

@rogue_hft

9 months

My grandparents only invested in FDs, schemes like indira vikas patra, etc. and we did ok. Ofcourse they never knew they were committing a financial crime by buying their banker a BMW 😀 Often times the answer to most questions regarding asset allocation is: it depends. It

0

14

Raghav

@rogue_hft

11 months

Haven't tweeted in a while but thought this would be an appropriate way to re-enter the twittersphere According to this study, more than half of finfluencers have negative skill, i.e. you'll beat the market taking the opposite trade as them 🥲

0

2

13

Raghav

@rogue_hft

8 months

Simple VRP trade running for almost 40 days. My model said I should not have it running for expiry week. But I'm greedy. Double the profit or break-even after costs? Hero ya zero? Rolling the dice over the 3-day weekend, lets go!

3

0

13

Raghav

@rogue_hft

8 months

We all know it's not very easy for retail traders to consistently make money in the markets. We at @AlgoTest_in are working day and night to make sure you're part of the 10% that remains profitable. COME AND CHAT WITH US!

Paytm Money

@PaytmMoney

8 months

Learn how to be a Pro Trader using Algo and delve into the intricacies of algorithmic trading with @rogue_hft , CEO & Chintan Singh Jaggi, Business Head of @AlgoTest_in . 📅 - 1st Dec, Tomorrow ⏰ - 6 PM #PaytmMoney #AlgoTrading #LearnWithPaytmMoney #FnO

2

3

17

0

12

Raghav

@rogue_hft

8 months

Beautiful - there seems to be a demand for a secondary market for #VerifiedBySensibull . Completely unrelated (😉): 1. New secondary marketplace product coming soon on @AlgoTest_in 2. if anyone has a minimum daily MTM of 1cr that can be verified on sensibull, pls DM. Asking

1

0

12

Raghav

@rogue_hft

9 months

Exactly! The original tweet reduced the ultimate risk premium product to a zero sum game between you and the bank! If you win you get BMW, otherwise your banker gets BMW 😀

Sarang Sood

@SarangSood

9 months

I think I'm a criminal here, as majority of my money is in FD. Plus I trade expiries, so that probably takes me into the terrorist category. As for BMW, it's an entirely different matter. Using a car as an example helps to entice people into ventures where they lack expertise.

87

18

422

0

11

Raghav

@rogue_hft

8 months

This is so true man. I remember every single strategy I operationalized that made money over a non-trivial period. The ideas that never materialized into succesful strategies got compressed into learnings and intuition, but every detail of observing the effect and finally

I+Q

@indian_quant

8 months

Strategies never die They become a part of you

3

0

14

0

1

11

Raghav

@rogue_hft

1 month

True true, my mistake ser 😬 only profiles place, modify and cancel order requests, which are ok.

ByteSmith

@xoreax_eaxeax

1 month

@rogue_hft @zerodhaonline I wasn't expecting such a generic and misleading remark, especially from you. The KITE API is not just one endpoint, such as `place_order`, specifically and explicitly. Would you bother to check other endpoints like `/user/profile`, `/user/margins/{segment}`, `/margins/orders`,

3

0

21

2

0

11

Raghav

@rogue_hft

1 month

Not seeing any issues in @zerodhaonline 's Kite API...yet Screenshot from

5

0

11

Raghav

@rogue_hft

4 months

Just tried my hand at live streaming. Currently at 100% win-rate on my ENTIRE HISTORY of VRP trades put on in the last fiscal year (4 trades put in the last week 😉) Market has been very kind Join me for a twitter space and YT live on Monday morning!

Importing Strategy to Simulator | Positional Trading | AlgoTest...

In this video, we demonstrate and trade LIVE a positional VRP (Volatility Risk Premium) extracting strategy 🤝We place live trades in options contracts of th...

www.youtube.com

0

11

Raghav

@rogue_hft

8 months

@SarangSood Paise broker, exchange and gormint ki jeb mein

1

0

11

Raghav

@rogue_hft

3 years

Since the last #freaktrade , we've been working on a free backtesting tool for retail traders. Here is the beta version In the future, we'll be releasing other such products, and we'll try our best to keep them free! Pls share your feedback :)

AlgoTest - Free Backtesting Options Trading Strategies in India

AlgoTest lets you backtest options trading strategies for free in India. We provide the best backtesting platform for Banknifty, Nifty & Finnifty options strategies.

algotest.in

4

1

11

Raghav

@rogue_hft

3 years

y-axis is qty, x-axis is sorted price. Last bar on the right represents 8200 contracts traded at 1921.8. Assuming fair value of the put is 450, someone made approx 1.2 cr today selling these puts #freaktrade #37100PE @VohiCapital @PRSundar64 @sohamtweet @tarunnayak21

2

1

10

Raghav

@rogue_hft

2 months

Long tail on Kotak NEO's server latency around Wednesday's market close. Check it out on

2

1

9

Raghav

@rogue_hft

8 months

Last night we saw @patcummins30 play a test match and @Gmaxi_32 play T20 in the same match, at the same time! Only in 50 overs-cricket! As a 90s kid who grew up on 50-overs, I really hope this format sticks around! #GlenMaxwell cc: @RamneetSaini1

0

9

Raghav

@rogue_hft

2 years

We're observing this phenomenon now with "no theta decay" on many days where theta decay has historically been prevalent. The ukraine crisis has potentially "broken correlation". So tread carefully! And remember that correlations are not static. They can change just like prices

1

0

8

Raghav

@rogue_hft

3 months

TLDR - MIDCAP is dangerous. SL's will not help you in fast markets, esp when liquidity is an issue. In terms of liquidity, NIFTY > BANKNIFTY > FINNIFTY > MIDCAP Today is an example when trading intra-day straddles with SLs would've underperformed positional trades with wings

0

1

8

Raghav

@rogue_hft

3 months

I'm taking bets. Batao bhai apni apni rankings.

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

3 months

Who's the fastest broker amongst them all?! We wanted to identify which broker's API is most responsive in sharp market movement conditions. We will share more tomorrow...but who do you think is the fastest?

32

3

118

7

0

8

Raghav

@rogue_hft

4 months

RIP Weekly #VRP positional trade in #FINNIFTY on @AlgoTest_in 😢 Trading isn't easy. You can lose money even if your prediction is correct. When I put this position on, I bet on volatility. My prediction might be correct, but I will lose money due to path dependency. 😢😢😢

0

1

8

Raghav

@rogue_hft

3 years

Zoom in further right and we see a lot more contracts traded beyond Rs 500 - 40000 contracts at a vwap of approx Rs 910 #freaktrade #37100PE

0

1

7

Raghav

@rogue_hft

5 months

This isn't the 1st time @zerodhaonline has made changes to their infra without informing the rest of us. An older thread from back in the day - Thankfully today @rajatjaiswal_me @AlgoTest_in team were able to test and deploy a quick workaround intraday

Logical Trader

@TraderLogical

5 months

biggest broker of india @zerodhaonline bc mazak bana rakha hai clients ka. coder reviewer kaun tha ? 😂😂😂

3

2

34

2

7

Raghav

@rogue_hft

8 months

@SarangSood Lol...shikari algos run by operator bhaiya!

0

7

Raghav

@rogue_hft

8 months

@mnopro @SarangSood If you have a volatility estimate over the life of the option trade you've taken, the monte carlo engine will just show you the distribution of your pnl across different potential price paths. The platform doesn't ask you how you got your vol estimate. If you're correct about

0

7

Raghav

@rogue_hft

8 months

Cmon bois need that Finnifty expiry gamma spike! #INDvsAUSfinal

2

1

7

Raghav

@rogue_hft

8 months

@AnandaS05944403 Nice one. A monte carlo analysis of this strategy shows that if the realised vol stays at 10, avg profit is ~4k with a PoP of 78%

0

7

Raghav

@rogue_hft

7 months

@Pugalenthi341 @VinayakParasar @AlgoTest_in @SHUBHAMMOONAT @BandiShreyas No, a successfully placed Stop Loss Limit order sits at the exchange, not with your broker. Once it is triggered, it is then revealed to the rest of the market participants in the order book as a limit order. The triggering mechanism is completely handled by the exchange.

2

0

4

Raghav

@rogue_hft

2 years

Hi @zerodhaonline , a bunch of traders using your API to trade received errors late yesterday and today with ref to rate limiting in API calls. Here are some of their tweets: 1/n

Akash Kumar

@AkashTrader

2 years

Seems like big changes in #zerodha firewall. same too many request issues like yesterday. @zerodha

3

0

10

2

7

Raghav

@rogue_hft

25 days

Sorry I missed this - totally underutilising my twitter blue subscription. Anyway, nothing out of the ordinary for @zerodhaonline when it came to placing, modifying and cancelling orders. I think the issue was confined to their price feed, unless others saw differently...

Ziddi🐐

@ZiddiBakra

27 days

@rogue_hft Plz share today's metrics

0

1

0

6

Raghav

@rogue_hft

2 months

@AshishGupta325 Half notional ka NIFTYBEES lelo ser options mein adjust karte rehna padhega to keep your delta at 0.5. Uper se gamma theta ki aur headache hoyegi

2

0

7

Raghav

@rogue_hft

4 months

Guys I’m doing a quick YT live on my positional trades using @AlgoTest_in Strategy Builder. Check it out

0

1

6

Raghav

@rogue_hft

3 years

@pythontrader999 You can go to to backtest your algos for free, more features coming soon :)

AlgoTest - Free Backtesting Options Trading Strategies in India

AlgoTest lets you backtest options trading strategies for free in India. We provide the best backtesting platform for Banknifty, Nifty & Finnifty options strategies.

algotest.in

1

0

6

Raghav

@rogue_hft

3 months

Closed the #Midcap #VRP positional trade at a 4k profit today morning. I'm bleeding heavy on #Nifty , #banknifty and #finnifty though, so expect some positional pain tomorrow! @Seajays_ can provide more colour on 6k intra-day profit today

VRP PnL

Trading Date,Weekday,Positional Strategy,Positional Open Date,Close Date,Positional Index,Positional PnL,920 PnL ( Intraday ),Margin,AUM,Margin Used,Magin Available 22/03/2024,Friday,WeeklyVRP,18/0...

docs.google.com

3

0

6

Raghav

@rogue_hft

8 months

The oodles of respect I have for the kamath bros doesn't take away from the fact that this is objectively funny. Social Media remembers!

Sonali Thakker Desai

@SonaliThakker

8 months

I guess I’m never getting invited on the pod

9

0

96

1

0

6

Raghav

@rogue_hft

2 years

During periods of volatility, even negatively correlated assets can become perfectly correlated. In our case, the 9:20 and 10:20 straddle are both short vega. Under market duress, IVs go up up up. The vega PnL may begin driving your overall PnL during these times. /5

1

0

6

Raghav

@rogue_hft

6 months

My first curb meme NSE: Retail traders! Pls don't trade, its too risky! Also NSE: Here are some more deep OTM strikes! 🙂🙃

1

0

6

Raghav

@rogue_hft

2 years

@AnandableAnand @GoldenDustbin Boss lottery ki zaroorat nahin hai you can backtest for free on 😂

0

6

Raghav

@rogue_hft

7 months

Market Holidays calendar for the next year is now out 6 out of the 14 market holidays fall on long weekends! Fast market for flights and hotels so make your bookings now 😆

2

1

6

Raghav

@rogue_hft

21 days

@guppygambler @AlgoTest_in Ser this is not by design, just an artefact of where most of our customers are present who need support or updates in a realtime manner. We direct everyone to telegram precisely for this reason, so that its easier to communicate with them in a focused manner. We have more reach

2

0

6

Raghav

@rogue_hft

2 years

Lets create 9:20, 9:30 and 10:20 short straddle strategies and add them to a portfolio (SL=30% legwise, square off = partial). Here is the associated correlation matrix based on last year's backtests. You can see that the correlation bw 9:20 and 10:20 is 0.11 /2

1

0

6

Raghav

@rogue_hft

8 days

@AshishGupta325 We'd done a detailed blog on this a while ago - The 30-5 rule is a killer for folks who trade on their own

Research Analysts Demystified! What you need to know about your favourite finfluencer! - AlgoTest

AlgoTest demystifies SEBI's new regulations around Research Analysts for you. Read to find out how the new regulations affect you! Trade Safe!

algotest.in

2

0

9

Raghav

@rogue_hft

2 years

Awesome thread! If you're building a hardware product and can't replicate the hardware malfunction, try sticking the product in the fridge. Hats off to the person who came up with this brilliant suggestion

Tessa Lau

@tessalau

2 years

As winter approaches, here's a story about why hardware is hard. ❄️🥶 About a year ago, we started getting reports from the field about undesirable behavior when our robots were turned on. They would behave unpredictably.

97

825

4K

0

4

Raghav

@rogue_hft

8 months

Aajao guys - i'm reading and discussing the RA regulations in realtime today. We can have a QnA/open discussion as well. I'm no lawyer or expert, but we should get into the habit of rolling up our sleeves and doing *some* research on our own. Pls come ok thanks bye.

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

8 months

🚨 Twitter Space 🚨 We're often told, "Do your own research!" by traders giving tips and calls 🤔 Nowadays, a lot of Finfluencers are registering as Research Analysts (RAs) SEBI laid out the Research Analysts (RA) regulations in a 24-page document back in 2014 🗣️ Join us live

0

7

0

1

5

Raghav

@rogue_hft

1 year

This is a joke. This is not a joke.

AlgoTest (Automate TradingView + Free Backtesting)

@AlgoTest_in

1 year

Do you love trading so much you forgot it’s a market holiday? Use this to never forget: 😉🤝

2

1

13

1

0

5

Raghav

@rogue_hft

9 months

I'm working on a YT video titled, "How to preserve your sanity and get your wife/gf to exclusively shop online" Sorry to say but my video will decay your alpha. Get the full secret in my paid telegram channel. Also no PhD required for this, just an RA certification will do 😉

ExQuant

@muskk

9 months

@mnopro Fyi, I've a PhD in this. I've even optimised the ratio and it's around 2/3 but not precisely. It's alpha so not revealing.

0

4

1

0

5

Raghav

@rogue_hft

2 years

@Ankit_Quant Ok so if @Ankit_Quant writes a guest blog post on on this topic, AND includes the Kolmogorov-Smirov test then @AlgoTest_in will send a bottle of smirnoff to him in NYC. Will @Postmates deliver alcohol?

1

0

5

Raghav

@rogue_hft

8 months

@BandiShreyas Berkeley earth's research that points to this - online conversion calculator -

AQI to Cigarettes Converter

How many cigarettes did you smoke on the west coast this week?

jasminedevv.github.io

1

4

Raghav

@rogue_hft

8 months

Sometimes its better to stay away from the markets when short vol overnight 😅😅 @AlgoTest_in wasn't running during muhurat trading, would've been massively short deltas and would've definitely rebalanced had i been in front of the screen

0

5

Raghav

@rogue_hft

2 years

These may seem relatively uncorrelated at first sight, BUT this will not always be true. In finance, under extreme conditions, stable correlations calculated based on historical estimates have a habit of "breaking down". During periods of uncertainty...(contd) /4

1

0

5

Raghav

@rogue_hft

2 years

@AshishGupta325 @mnopro @subham_banka @KaranKuria @SarangSood @VohiCapital Yep, Occam's razor argument is precisely this. As to why this is not being represented in the 41.5k strike, there isn't very much of a difference in the margin benefit I'm getting being long the 41.5k vs 42 CE (9k over 3 days),but ₹ cost of 41.5k > 42k CE (by ₹1 = ₹25 per lot)

1

0

4

Raghav

@rogue_hft

4 months

Even Siri reminding me of #FINNIFTY expiry today 😂😂 No Siri, I don’t want to see the latest change for FINNIFTY! As a retail trader, I certainly don’t want to be reminded of random daily fluctuations

0

4

Raghav

@rogue_hft

2 months

@AshishGupta325 Batao ser kaunsi strike trade karni hai aapne

1

0

4

Raghav

@rogue_hft

8 months

@mnopro @SarangSood Lol ouch. The success or failure of an algo is downstream of edge, and then maybe some luck (eg running a strategy fitted to a market regime during that market regime) We've rolled out a mini-feature this week that can help quantify edge. Its in MVP mode, available on the

1

0

4

Raghav

@rogue_hft

2 years

@AshishGupta325 Honest question, yeh Gautam from Singapore wala joke kya hai? I joined Twitter a few months ago and this was already a thing #AskAG

3

0

4

Raghav

@rogue_hft

2 years

@saurabhanand49 @raghavanand648 @the_rich_trader @AnandableAnand @nishidh22 @sanjufunda @jitendrajain @TraderLogical For simpler strategies you can test on for free. For more complex strategies, python or amibroker

AlgoTest - Free Backtesting Options Trading Strategies in India

AlgoTest lets you backtest options trading strategies for free in India. We provide the best backtesting platform for Banknifty, Nifty & Finnifty options strategies.

algotest.in

2

0

4

Raghav

@rogue_hft

2 years

Who cares about the football world cup when you can watch some solid excel sorcery at the MS Excel world championships!

Microsoft Excel World Championship 2022: Finals

Get the cases: https://www.fmworldcup.com/product-category/case-studies/battle-cases/MEWC 2022 - the biggest Excel esports event this year!In this livestream...

www.youtube.com

0

1

3

Raghav

@rogue_hft

3 years

@CaVardhanCa Can backtest this, and similar strategies for free on @AlgoTest_in

1

4

Raghav

@rogue_hft

2 years

@AshishGupta325 @mnopro @subham_banka @KaranKuria @SarangSood @VohiCapital Paying that extra ₹1 comes to around 33% annualized (implied) interest rate I'm paying on my margin benefit of 9k. So I'd rather not pay the extra 1₹ and roll over my long 41.5k CE to 42k CE :)

0

4

Raghav

@rogue_hft

8 months

Baj Finance call center lady called Michael Burry many times in last month regarding car loan. Mike has now built massive short position to get back at them. Axis, Indusind, Idfc bank vols will spike next, pls position yourself accordingly Also, this is a joke, and i am not

Anand

@naahoii

8 months

Why baj finance vols over the roof ? @Nick_khandelwal @VohiCapital @mnopro @TFallibilist

3

0

1

0

4

Raghav

@rogue_hft

2 years

We won't go into what phenomenon the correlation coefficient actually measures (google it), but we will talk about whether this 0.11 means that 9:20 and 10:20 short straddle strategies are relatively uncorrelated or not? /3

1

0

4

Raghav

@rogue_hft

2 years

@mnopro You raise a really good q. I've only observed this strategy working wonders in the Indian markets, nowhere else. Breaking down the pnl of a 920 trade in terms of delta pnl and vega pnl gives interesting hints.

1

0

4

Raghav

@rogue_hft

7 months

Shitty December for #VRP trade, managed to get some money back by being long some "cheap" options. Still in the red for december tho. #SmallCapitalTrading #RetailTrader #VRP #nifty50 #OptionsTrading

1

0

2

Raghav

@rogue_hft

2 years

Interesting read with some parallels with backtesting trading strategies - they backtested with data from a period where house prices steadily went only up. Important to stress your strategy by considering/simulating as many different market regimes as possible

Mark Tenenholtz

@marktenenholtz

2 years

Zillow’s home buying business lost them $500,000,000, 25% of their stock value, and 25% of their workforce. How did this happen to a company with so much data on housing prices? Bad model evaluation. Here’s the fatal error they made that you must avoid when deploying models🧵

91

625

4K

1

3

Raghav

@rogue_hft

2 years

@SamHarrisOrg Sam's works on meditation, honesty, free will have had a HUGE impact on my life Lesson for all of us - NO ONE is immune to tribalism & in-group loyalty The smarter you are, the better you'll be able to craft an internal narrative that makes you believe you're not being tribal.

0

3

Raghav

@rogue_hft

9 months

When you use an integer type to store something that really should've been a datetime object cc: @loom

1

0

3

Raghav

@rogue_hft

2 years

Can't agree more with this meme. "So powerful", yet utterly useless when writing real world code imo

0

3

Raghav

@rogue_hft

2 years

When a transaction is deemed "clearly erroneous", it is nullified with a suitable penalty. Here is NASDAQ's online form where you can report your clearly erroneous transactions for review - Does anyone know if something like this exists for the NSE?

2

0

3

Raghav

@rogue_hft

7 months

"Don't sell vol when vix too low coz some unexpected catastrophe will eventually destroy you" If we haven't seen the disaster yet, there's some evidence that it'll never happen The absence of said disaster is certainly no evidence that it WILL happen So becho jode becho 😉

1

0

3

Raghav

@rogue_hft

8 months

@saurabhyadavz Humko bhi expose kardo ser

1

0

3

Raghav

@rogue_hft

8 months

Anyone wants to sell these deep OTM puts? I’ll pay ₹1to make ₹100 if NZ win Hedging my happiness

0

3

Raghav

@rogue_hft

7 months

This was last week... Gupta ji is this you? 😅 @AshishGupta325

2

0

3

Raghav

@rogue_hft

2 years

While the FTX saga continues to unfold & we await the Indian fintwit m2m battle royale (up next @BandiShreyas vs @baapofchart ), here's a fun piece of history from the world of finance! Presenting a 367-year old perpetual bond still paying interest! 1/

1

0

3

Raghav

@rogue_hft

2 months

@AshishGupta325 rough calculation hai but 36 vol ask

1

0

3

Raghav

@rogue_hft

1 year

Interesting read on the man behind @HindenburgRes

Last Sane Man on Wall Street

Nathan Anderson made his name exposing — and betting against — corporate fraud. But short selling in a frothy pandemic economy can be ruinous.

nymag.com

1

3

Raghav

@rogue_hft

2 years

@mnopro If vol were fairly priced, then in the looong run, irrespective of the variance of the trade, the EV of this trade would be 0. Backtestng over a finite period shows a +EV if you're short. Doesn't mean that it's +EV, but just that it's been +EV since inception of weekly options

1

0

3

Raghav

@rogue_hft

2 years

As answered by someone on your team, we’re good to go for expiry tomorrow, right? Tagging @indian_quant @AkashTrader @mayank_408 here since they faced this issue as well. @Nithin0dha @zerodhaonline @AlgoTest_in 4/4

3

0

3

Raghav

@rogue_hft

2 years

@Ankit_Quant @VohiCapital @AlgoTest_in @Postmates Sir hum retailer hain = chindi = smirnoff zindabaad

2

0

3

Raghav

@rogue_hft

8 months

@SarangSood Meanwhile, the casino is open to anyone with cash! 😉

0

2

Raghav

@rogue_hft

2 years

Back in the day, we encountered something similar when Goldman's options quoting software misfired and they ended up selling a bunch of deep ITM options for $1. In the US markets, there is provision for "clearly erroneous" transactions 3/

Goldman trading glitch could cost more than $100 million

Goldman Sachs experienced a trading glitch that caused a huge batch of erroneous trades Tuesday. Many may be canceled but the snafu could still cost Goldman upwards of $100 million.

www.cnbc.com

1

0

3

Raghav

@rogue_hft

1 month

My bad my bad! We only profile 3 endpoints which were kosher and I don’t trade with zerodha 😬

0

3

Raghav

@rogue_hft