Augubhai's diary and notes

[SalmaPetiwala]

How come you know these hedge fund guys? I am interested in how in these guys actually work. What kind of software they use for trading etc.

Friends from school days.

All sorts of software, concentration on algo.

 

[milkyblack]

NF intraday trades:

1. long 5274, exit 5271 = -3
2. short 5271, exit 5274 = -3
3. short 5270, exit 5269 = +1
4. long 5269, exit 5271 = +2
5. short 5271, exit 5273 = -2
6. long 5273, exit 5270 = -3
7. short 5368, exit 5270 = -2
8. long 5274,

Brokerage of 2 points per trade not deducted.

Which time frame are you trading?

 

[GTji]

Friends from school days.

All sorts of software, concentration on algo.

On a lighter note, I heard a joke about this hedge fund that in a certain scenario of very low liquidity in the markets, the hedge fund was trading some type of trending systems and mean reverting systems, etc and they found later after bankruptcy that they were trading with their own selves. :annoyed:

 

[augubhai]

target for expiry appears to be 5300. so, in the last 30 minutes, it will trade both below 5300 and above 5300 to get the vwap close to 5300. buying for a target 5300 or slightly above seems sensible.

 

[milkyblack]

target for expiry appears to be 5300. so, in the last 30 minutes, it will trade both below 5300 and above 5300 to get the vwap close to 5300. buying for a target 5300 or slightly above seems sensible.

Just my 2 cents, the expiry close does not depend on the vwap of the day. It depends on the last 30 mins vwap. Hope you take this into account.

 

[augubhai]

Just my 2 cents, the expiry close does not depend on the vwap of the day. It depends on the last 30 mins vwap. Hope you take this into account.

we r on d same page. I was referring to the last 30 min as well

 

[augubhai]

NF intraday trades:

1. long 5274, exit 5271 = -3
2. short 5271, exit 5274 = -3
3. short 5270, exit 5269 = +1
4. long 5269, exit 5271 = +2
5. short 5271, exit 5273 = -2
6. long 5273, exit 5270 = -3
7. short 5368, exit 5270 = -2
8. long 5274, exit 5277 = +3
9. short 5277,

Brokerage of 2 points per trade not deducted.

 

[augubhai]

NF intraday trades:

1. long 5274, exit 5271 = -3
2. short 5271, exit 5274 = -3
3. short 5270, exit 5269 = +1
4. long 5269, exit 5271 = +2
5. short 5271, exit 5273 = -2
6. long 5273, exit 5270 = -3
7. short 5368, exit 5270 = -2
8. long 5274, exit 5277 = +3
9. short 5277, exit 5279 = -2
10. long 5279,

Brokerage of 2 points per trade not deducted.

 

[soft_trader]

Huge Accumulation of 5300CE August is seen. Almost 1.5lk contracts at a price of around 3-4 etc. betting that market will close above 5300. Market will make sure that these gamblers don't make money :annoyed::lol:

 

[augubhai]

NF intraday trades:

1. long 5274, exit 5271 = -3
2. short 5271, exit 5274 = -3
3. short 5270, exit 5269 = +1
4. long 5269, exit 5271 = +2
5. short 5271, exit 5273 = -2
6. long 5273, exit 5270 = -3
7. short 5368, exit 5270 = -2
8. long 5274, exit 5277 = +3
9. short 5277, exit 5279 = -2
10. long 5279, exit 5314 = +35

Brokerage of 2 points per trade not deducted.