QUANT SYSTEM OVERVIEW & SYSTEM TRIGGER 14.04.24
- Capt D. Ganesh Raja
- Apr 15, 2024
- 2 min read
From the desk of Capt.D.Ganesh Raja
DISCLAIMER
Please be informed that the author of this blog by Capt Ganesh Raja Dhanuskodi (Hereinafter called Capt Ganesh) is not a SEBI registered Research Analyst or Financial Advisor. Capt Ganesh writes this blog to express his views based of more than two decades of experience in capital markets and based on the Quant system which he has invented and he does not do this for “consideration” as per SEBI regulations, which means he does not receive economic benefit through it. Readers of this blog must seek advice from registered Investment Advisors / Research Analysts before taking any trading or investment decisions.
Capt Ganesh has been investing and trading actively since 2001, building trading models since 2013 and has invented an AI based intraday trading system, which has a pending patent approval.
Dear Friends,
Wish you all Happy Tamil New Year, Poila Boishak for Bengalis , Vishu for Malayalis and Baisakhi for Punjabis.
Amidst this heightened tensions in middle east , where are seeing a large scale escalation of war between Israel and Iran , there are dime a dozen channels and news sources covering this, including the impending stock market crash. Many of have been waiting in the sidelines are gleefully rubbing their hands are saying “See, I told you so”.
Meanwhile from 24.03.24 , when I posted last to 12.04.24, Quant system has delivered a returns of 10.24% in 19 days and if we leave out the holidays in between, say about two weeks. All that we speak are don’t speak will eventually reflect in the trade book or returns you generate . Saint Kabir has said, “Those who know they don’t speak and those who speak don’t know”. If you want to call that a jibe at all the decibels generated analysing and over analysing markets, so be it.
CAGR RETURNS SINCE BEGINNING TRANSLATES INTO 28.22% PER ANNUM.
I will be posting in detail again during the week and I would leave it at this for now.
SYSTEM TRIGGERS FOR MOCK PORTFOLIO
1. TATA COMMINICATIONS: LAST CLOSE – 1945.45. System gave a sell signal at these levels on 12.04.24 generating an absolute profit of 6.78%.
RETURNS TILL DATE SINCE 04.07.20 : 153.89.% (AS OF FRIDAY 12.04.24 CLOSING)
LEVERAGE FOR EXISTING MOCK PORTFOLIO TRIGGERS: 1.75
SYSTEM EXIT DELEVERAGE: 0.15
LEVERAGE FOR NEW MOCK PORTFOLIO TRIGGERS: 0.00
TOTAL LEVERAGE: 1.60
ASSET ALLOCATION PROFIT POTENTIAL FOR NEW PORTFOLIO TRIGGERS : NA
TIME PERIOD OF TRADES RECOMMENDED : 15 DAYS TO 3 MONTHS.
Comments