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DOCUMENT
Team Members:
Saurabh 10FN-102
Srikanth 10FN-109
Tushar 10FN-115
Vikram 10FN-118
Nikhil 10FN-121
Murali 10IB-041
TWS:
A/C No DU113819
Usernamesthad757
Trading Strategy:
Beginning with small positions and gradually taking very large positions by
averaging out the price expecting the prices to be within a range. This
strategy was adopted to make profits from the very short-time gains.
This strategy didnt allow us to keep strict stop losses, which resulted in
losses on days when the price movements were very high.
As the positions are large, risk exposure was also quite high, which may
lead to abnormal returns or huge losses for very small movements in the
prices of traded derivatives.
We should have rather increased the time-gap between two large position
trades since favourable movements have occurred at least 3 times after
we have booked losses.