Niuhi Quantitative Research·Mar 13, 2023Niuhi Live Dash — our little control center of sortAt Niuhi, we are all about data, maximizing data collection and data driven decisions. In the past, I have written about our other…A response icon1A response icon1
Niuhi Quantitative Research·Aug 24, 2022Option Premium and backtestsSo these days, I see a lot of backtest reports going around on #fintwit and majority of these tweets are reporting strategy stats in…
Niuhi Quantitative Research·Aug 18, 2022Our shiny new dashboard to decode option greeksFor some time, I have been thinking to create a trading strategy to benefit from iv spikes, didn’t know where to start. Mostly, in such…A response icon2A response icon2
Niuhi Quantitative Research·Jan 7, 2022Backtest Results — DumbledoreDumbledore is a non-directional intraday weekly index option selling Algo. It’s a simple, all weather, time-tested and relatively safe…
Niuhi Quantitative Research·Dec 27, 2021Overnight Returns vs Intraday ReturnsRecently I came across this tweet https://twitter.com/deepakshenoy/status/1474322739691331584?s=20 by Deepak Shenoy. I had seen this 2–3…
Niuhi Quantitative Research·Nov 30, 2021Algo Trading Execution AnalysisNifty / Banknifty ATM options are one of the most liquid instruments in Indian markets and we have been recording lot of important…A response icon1A response icon1
Niuhi Quantitative Research·Nov 11, 2021Backtest Report — JamesJames is a positional stat-arb / mean reversion stock future Algo. It takes hedged long/short positions in stock futures. It requires max…
Niuhi Quantitative Research·Nov 11, 2021Backtest Report — NemoNemo is a non-directional intraday weekly index option selling Algo. It’s a simple, all weather, time-tested and relatively safe algo…
Niuhi Quantitative Research·Nov 10, 2021Backtest Report — KohliKohli is a positional (overnight) weekly index option selling Algo. It would sell maximum of 1 lot of Nifty and Banknifty options (puts…
