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Live Example -1
Gladvin Lawrence on May 25, 2018
13.1 – Tracking the pair data We have finally reached a point where we are through with all the background theory knowledge required for Pair Trading. I know most of you have been waiting for this m ..
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Trade Identification
Gladvin Lawrence on May 4, 2018
12.1 – Trading the equation At this stage, we have discussed pretty much all the background information we need to know about Pair trading. We now have to patch things together and understand how al ..
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Government Securities
Gladvin Lawrence on May 3, 2018
19.1 – The new beginning In a fascinating new development, NSE in collaboration with RBI has recently made it possible for retail investors to start investing in Government Securities, mainly the lo ..
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PTM2, C4 – The ADF test
Gladvin Lawrence on April 12, 2018
11.1 – Co-Integration of two-time series I guess this chapter will get a little complex. We would be skimming the surface of some higher order statistical theory. I will try my best and stick to pra ..
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PTM2, C3 – The Error Ratio
Gladvin Lawrence on March 9, 2018
10.1 – Who is X and who is Y? I hope the previous chapter gave you a basic understanding of linear regression and how one can conduct the linear regression operation on two sets of data, on MS Excel ..
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Cross Currency Pairs
Gladvin Lawrence on March 6, 2018
18.1 – All hail the king of Forex Outside India, the biggest market people trade-in is the Forex futures market. Right from the retail to institutional segment, everybody trades the forex futures ma ..
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PTM2, C2 – Linear Regression
Gladvin Lawrence on February 28, 2018
9.1 – Introduction to Linear Regression The previous chapter laid down a basic understanding of a straight line equation. To keep things simple, we took a very basic example to explain how two varia ..
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Pair trade Method 2, Chapter 1 (PTM2, C1) – Straight line Equation
Gladvin Lawrence on February 19, 2018
8.1 – A straight relationship Today happens to be 14th of Feb, people around me are excited about Valentine’s Day, they are busy celebrating love and relationships. I think Valentine’s Day is a ..
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PTM1,C5 – The Pair Trade
Gladvin Lawrence on February 7, 2018
7.1 – Quick Reminder We closed the previous chapter with a note on Density curve and how the value of the density curve helps us spot pair trading opportunity. In this chapter, we will work towards ..
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PTM1, C4 – The Density Curve
Gladvin Lawrence on January 17, 2018
6.1 – A quick recap I think a quick recap is justified at this stage, this is to ensure we are all on the same page. I’d strongly recommend you read through the recap, to ensure we are on track. I ..
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