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Prashant Mullick - GoMI 💙 Profile picture
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20 Apr, 9 tweets, 16 min read
Some metrics from our @QCAlphaOne #AAM system of #momentum investing with #ETFs

No #Leverage.
#Equity, #Gold, #GILT or #Cash.

#AssetAllocationModel

1/n
@QCAlphaOne Monthly Returns

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Annual Jan-Dec Returns

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Distribution of Monthly Returns

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Rolling 6 month Sharpe Ratio

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel #SharpeRatio
@QCAlphaOne #Drawdown or #UnderWater Plot

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Top Drawdown Periods.

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne Finally the Equity Curve - Cumulative Returns.

@QCAlphaOne #AAM
#Momentum #Investing
#AssetAllocationModel
@QCAlphaOne The system stays invested in either of the following asset classes #Equity, #Gold, #Gilt or #Cash depending on our #momentum score.

ETFs and/or passively managed funds are used for each instrument where available.

@QCAlphaOne #AAM
#Momentum #Investing
@alok_dharia

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More from @VohiCapital

Prashant Mullick - GoMI 💙 Profile picture
17 Jan 20
A well meaning follower at @GreeksPoint asked me this and I'm sure others will have the same question.

How much return on margin can I make using your #GammaScalping Webinar?

Great question and thanks for it. Here are some thoughts.

1/n
One of the primary goals when @alok_dharia and I started running Webinars at @Greekspoint was to educate and share our experiences with others.

But in addition we wanted to ensure that we present a quantifiable representation of our learnings.

2/n
In all our Webinars we have attempted to put quantifiable metrics out regarding the ideas discussed.

A number of them show positive profitable expectancy but we have tried to also include testing results that show a strategy doesn't work.

3/n
Read 9 tweets
Prashant Mullick - GoMI 💙 Profile picture
3 Aug 19
The next two weeks will be about holding fort to attempt getting past the trading errors of this week.

Bad trades, bad decisions.

#trading #markets
The thing with bad decisions in trading or any other endeavor is that it begets other bad decisions.

The first thing is to get back to the basics and put things straight.

/2
The simple things go out of whack with these bad decisions.

#process
#positionsizing
#riskmanagement

/3
Read 6 tweets
Prashant Mullick - GoMI 💙 Profile picture
25 Apr 19
Sharing some thoughts on beginners who start trading short options.

Previously shared this on a closed WhatsApp group of friends.

#optionstrading

(1/n)
Short option structures like Straddles and strangles have a high win rate.

A 15 delta Short strangle will end up with typically higher than 85% of trader's as winners.

This is the biggest attraction for traders new to #optionstrading

(2/n)
This is also how a lot of options trading trainers sell to their prospective clients on the effectiveness of their #optionstrading systems.

But this high win rate comes at a cost.

(3/n)
Read 11 tweets
Prashant Mullick - GoMI 💙 Profile picture
14 Apr 19
As simply as this.

Using options over Futures doesn't allow you any additional edge in your directional Trade.

The Market doesn't pay for choice of traded instrument when the trader idea is Directional move of underlying.

(1/n)
The only difference comes from government mandated costs for the different instruments.

(2/n)
Unless you are trading extrinsic Value, which in essence is a trade now not on direction but on volatility, there is no difference between using an option or future.

(3/n)
Read 14 tweets
Prashant Mullick - GoMI 💙 Profile picture
31 Dec 18
2018 Year in Review - The Personal Edition.

Met some fantastic traders and thought leaders.

You know who you are.

(1/n)

#2018YearinReview
Grew the #OptionsTrading book despite some tough months.

February and November were the best.

September the worst.

(2/n)

#2018YearinReview
Got on stage to share some ideas on how I approach #OptionsTrading not once but twice.

Thanks, @Definedge and @quantsappsocial.

(3/n)

#2018YearinReview
Read 8 tweets
Prashant Mullick - GoMI 💙 Profile picture
19 Dec 18
"Volatility as an Instrument of Truth"

- Chris Cole (@artemisVol)
@ArtemisVol "When the Shoeshine Boy Is
Shorting Volatility..."

buildingarks.files.wordpress.com/2014/06/artemi…

Ring a bell for the Indian markets?
@ArtemisVol "Buffett is one of the greatest short vol traders"

- Chris Cole (@ArtemisVol)
Read 7 tweets

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