Search
9 results found for “mean-reversion”
NSE's matching engine, tick sizes, circuit breakers, and order types explained for algo traders. Know the plumbing before you pump capital before you pump capital through it.
Data-driven showdown: momentum vs mean-reversion on Nifty & BankNifty. Learn when each regime dominates and how to stop picking the wrong one.
A practical, side-by-side lens on OpenAlgo vs Other approaches for Algo Trading in India.
Learn how to connect TradingView Pine Script alerts to real Indian broker orders using OpenAlgo webhooks — no extra code, no middleman.
Pine Script v6 changed more than the version number. Here are the 5 features that meaningfully improve how you write, test, and deploy strategies.
Fixed-lot sizing is silently destroying your algo PnL. Here's how Kelly Criterion and its fractional variants apply to Indian F&O trading.
Use Python's vectorbt to backtest a momentum strategy on NSE futures in under 50 lines — with realistic slippage, brokerage, and drawdown analysis.
Think algos eliminate emotion? Wrong. Algo traders face the same biases — at the strategy design and override stage. Here's how to fight back.
Learn to read Volume Profile and Footprint charts on NSE instruments to identify institutional absorption zones before the next breakout happens.
