Bank Nifty

Catching the bounce: Improved

Current Index Bounce Signal Status I’m writing this article to improve upon some of the limitations that I’d observed in the previous article (Catching the Bounce, Not the Falling Knife – HERE). 1. Autocorrelation works better when it is conducted on returns (daily close to close change), rather than Close values themselves. Hence, redid that. …

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Catching the bounce, not the falling knife

In investments, all strategies can be boiled down to two basic philosophies:1. Something is going up, and you bet it’ll keep going up (Momentum)2. Something is going down, and you bet it’ll reverse course soon (Reversion) The problem with the Momentum strat is that you buy something expensive, hoping it’ll become more expensive (thus needing …

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AutoCorr and Linreg Technique for Trend

Many have wondered why I chose some esoteric analytics for identifying trend. I mostly answer dunno. Haven’t really compared it against other trend indicators. Just seemed intuitive to me, so I continued with it. Here I’ll attempt to explain why I chose these. To answer that thought process, let’s ask. What is a trend?For me, …

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