{"id":3499,"date":"2014-09-22T22:36:16","date_gmt":"2014-09-22T17:06:16","guid":{"rendered":"http:\/\/zerodha.com\/z-connect\/?p=3499"},"modified":"2026-02-26T17:19:52","modified_gmt":"2026-02-26T11:49:52","slug":"quant-sabermetric-approach-to-trading","status":"publish","type":"post","link":"https:\/\/zerodha.com\/z-connect\/general\/quant-sabermetric-approach-to-trading","title":{"rendered":"Quant – Sabermetric approach to trading"},"content":{"rendered":"
\nTraders,
\nOne of the best ways to improve your probability of winning while trading is by learning from your own trading history. Like they say, \u201dthose who forget the history, are most likely going to repeat it\u201d, a mistake often committed by traders. This could be either because of no access to tools\/technology or not knowing the importance of learning from your past. We at Zerodha understand this, and that’s why we’re launching\u00a0Quant<\/b>, a financial behavioural analysis and visualisation tool.\u00a0Q, our new backoffice, is a very intuitive reporting tool, but it’s mostly for contract notes, P&L statements, Trade\/Order Books. Quant ups the ante and crunches your trading history and extracts useful insights for you to learn.
\nQuant<\/b>, as the name suggests, will help you perform quantitative analysis of your trading past and also introduce you to a\u00a0sabermetric<\/a>\u00a0approach to trading. Quant algos will go back in your trading history and intuitively depict things like, what was your trading size at which you made most profits, any pattern with time in terms of your profitability, did you make profit by trading with the trend or against, your most profitable scrips, and a lot more.
\nThe first release of Quant will comprise of \u201cTime based analytics\u201d to help spot any trends in terms of your profitability based on when you trade, and \u201cPortfolio Equity Curve\u201d to help measure your stock holding performance against the\u00a0benchmark (Nifty). Do note that all the figures are on gross basis (excluding brokerage and other costs).
\nYou can start off either visiting\u00a0http:\/\/quant.zerodha.com\/\u00a0or by clicking on Quant when logged into\u00a0Q.<\/p>\n

Time based analytics<\/h2>\n

Weekday overview<\/h3>\n

Tells you the best weekday for you in terms of gross profits made. You can either use the periods available already or mention a custom date range. For instance, you can see that this particular account has taken the biggest hit\u00a0on a\u00a0Tuesday<\/span><\/span>.\n<\/div>\n

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Weekday Overview<\/p><\/div>\n

The segment and symbol box will help you further refine to view the same analytics for a particular segment or symbol that you have traded.<\/p>\n

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Adding Segments and symbols<\/p><\/div>\n

Weekday breakdown<\/h3>\n
\nShows your best weekday in terms of gross profitable weekdays to total number of weekdays traded. This will also help you figure out your chances of winning on expiry days while trading Equity derivatives and Currency.\n<\/div>\n
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Weekday breakdown<\/p><\/div>\n

The green line indicates the week whereas the rest are days. Clicking on each of the days will add on to the scatter plot to help you better visualize the number of times you have traded on a particular weekday and how many of those have been winners. As you can see above that this client has been most profitable on Expiry days and Fridays, with an almost 75% probability\u00a0of winning. You can use the smaller graph below to zoom in or out of a particular time period.<\/p>\n

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Weekly overview<\/h3>\n

Similar to weekday overview, this will help you figure out which part of the month you are\u00a0most profitable, 4th and 5th week being the last weeks of the month. This particular client has been most profitable during the 3rd and 4th weeks of the month while the second week being the worst.\n<\/p><\/div>\n

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Weekly Overview<\/p><\/div>\n

Profitability<\/h3>\n

Visualize your gross profit and loss either daily, weekly, monthly or yearly<\/p>\n

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Profitability<\/p><\/div>\n

Streaks<\/h3>\n

Shows you what has been your maximum consecutive profit or loss making days. You will be also able to see your current and average winning\/losing streaks.<\/p>\n

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Streaks<\/p><\/div>\n

Important to know<\/p>\n