Raghav (@rogue_hft) 's Twitter Profile
Raghav

@rogue_hft

Ex-options market maker & HFT technologist. @columbia quant, @uwaterloo math. Retail trader & founder @algotest_in. Helping retail traders win.

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linkhttp://algotest.in calendar_today03-09-2021 13:28:44

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On AlgoTest | Free Backtesting | Algo Trading India you can now activate the same strategy/portfolio across multiple brokers at the click of a button. This saves me a lot of time in the morning. Good job team! 👏👏🥳🥳

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Appreciate the vote of confidence 🙏🙏 Made this tool to teach folks the basics of edge, expectation and position sizing - algotest.in/coin-tosser New version is coming soon - to be used as a demo for a course on vol trading for absolute beginners

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Iran vs Israel/US? War? 🇮🇳 option markets don't care! NIFTY 30d VRP just flipped back to positive - RV collapse makes premiums look juicy again. But are they really? (Its all relative) Let’s make option selling great again! 📈💰 MOSGA!!!

Iran vs Israel/US? War? 🇮🇳 option markets don't care!

NIFTY 30d VRP just flipped back to positive - RV collapse makes premiums look juicy again. But are they really? (Its all relative)

Let’s make option selling great again! 📈💰

MOSGA!!!
Raghav (@rogue_hft) 's Twitter Profile Photo

If you choose 50 delta and the strikes are 49 and 51 delta, it'll pick the OTM (49) as a tie-breaker. 10mins before expiry, between 93 and 7 delta, it picked 7 delta when I selected 50delta. To prevent this from happening, just use Delta Range. Eg 40-60 delta range etc

If you choose 50 delta and the strikes are 49 and 51 delta, it'll pick the OTM (49) as a tie-breaker.

10mins before expiry, between 93 and 7 delta, it picked 7 delta when I selected 50delta. 

To prevent this from happening, just use Delta Range. Eg 40-60 delta range etc
Raghav (@rogue_hft) 's Twitter Profile Photo

1️⃣ Grab ATM implied vols for the front month (T1) & next month (T2) 2️⃣ Convert each to variance (σ²) 3️⃣ Linearly interpolate the variances to 30 calendar days 4️⃣ Take the square root

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You can now upload your MF holdings onto investhq.in and see your XIRR, sharpe, MaxDD, portfolio annualised volatility. You'll also see how your portfolio fared against inflation over time. These images are from a sample portfolio investHQ AlgoTest | Free Backtesting | Algo Trading India

You can now upload your MF holdings onto investhq.in and see your XIRR, sharpe, MaxDD, portfolio annualised volatility.

You'll also see how your portfolio fared against inflation over time.

These images are from a sample portfolio

<a href="/investhq_in/">investHQ</a> <a href="/AlgoTest_in/">AlgoTest | Free Backtesting | Algo Trading India</a>
Raghav (@rogue_hft) 's Twitter Profile Photo

Another side effect of the Jane street - India opshun trading saga - fastest alpha decay ever! All thanks to SEBI Rookie mistake by vihan - never, NEVER reveal the source of your alpha, esp on LinkedIn of all places! 😉😉

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More of a rant than a podcast, with a little bit of marketing sprinkled in. For beginner traders who’re looking for trading systems with “high accuracy”