Blog


  • 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 ..

  • 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 ..

  • 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 ..

  • 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 ..

  • PTM1, C3 – Pre trade setup

    Gladvin Lawrence on December 28, 2017

    5.1 – Revisiting the Normal Distribution If you have been a regular reader on Varsity, then chances are you’d have come across the discussion on Normal Distribution in the Options Module. If you&# ..

  • PTM1, C2 – Pair stats

    Gladvin Lawrence on December 13, 2017

    4.1 – Correlation and its types I have to mention this at this point. The pair trading technique we are discussing now is discussed in a book called, ‘Trading Pairs’, by Mark Whistler. I like th ..

  • Pair Trading, Method 1, Chapter 1 (PTM1, C1) -Tracking Pairs

    Gladvin Lawrence on November 24, 2017

    3.1 – Getting you familiar with Jargons Like I had mentioned in the previous chapter, there are two techniques based on which you can pair trade. The first technique that we will discuss starting no ..

  • Pair Trading logic

    Gladvin Lawrence on November 9, 2017

    2.1 – The idea If you have ever been on an interstate highway, then you would have noticed that the highway usually includes the main highway, on which the vehicles zoom by at full speed. On either ..

  • What to expect?

    Gladvin Lawrence on November 1, 2017

    What is a trading system? Such a glorious day to start this module! Here is the headline that rocked the stock markets today – Yesterday i.e 24th Oct 2017, the Finance Minister announced that the Go ..

  • Trading Biases (Part 2)

    Gladvin Lawrence on October 18, 2017

    16.1 – Anchoring Bias I’ve spent close to about 13 years participating in the stock markets. I’ve spent these years in various capacities – as a trader, investor, broker, money manager, analys ..