Data Driven Strategies For Indian Markets

Navigating the financial markets is a daunting task for any inexperienced investor or trader. This site’s mission is to simplify finance, including both short term trading and long term investing methods.

The Latest Leaks

  • Duration weighted Stock Momentum Portfolio – The Kalpa Strat

    Duration weighted Stock Momentum Portfolio – The Kalpa Strat

    Once in a while, I take ideas from the Fintwit community and convert it into a strat, and if useful, into a screener. This article was spawned off an idea suggested by KalpaTrader, as an extension of the NSE methodology for selecting Momentum stocks. The word “Kalpa” stands for “competent/proper/fitting” in Sanskrit. Since the results…

  • Does Rebalance timing affect final returns?

    Does Rebalance timing affect final returns?

    INTRODUCTION Since the relatively successful results of the stock trend screener (HERE), I have been obsessed with poking holes into it. I mean, something too good to be true, usually is. One of the criticisms I could think of (and has been pointed out by other astute observers on twitter), has been the fact the…

  • Stock Bounce Screener – the Backtest

    Stock Bounce Screener – the Backtest

    Pinning the bounce screener stocks at the top. The backtest is below the currently screened stocks. Large Cap Bounce Stocks Mid Cap Bounce Stocks Small Cap Bounce Stocks INTRODUCTION Most investors can classify themselves into either momentum investors or value investors. The preferred scheme of momentum investing is for those who like to buy things…

How We Got Started

Alpha Leaks is a financial education website with core focus on data driven strategies.

Alpha Leaks is a mixed bag of long form articles, video logs, portfolio management tools and data repository for the quant minded. Note, everything in this site pertains to Indian financial markets.

This endeavor entirely stems from the Indian Fintwit community. They gave their verdict, and I’m trying to deliver.