Description

A strategy on Indian stocks  which has a monthly return above 5%. We created this strategy starting from a couple of academic papers on momentum crashes. Starting from this early intuition we augmented it in a number of ways including both academic and practitioners findings. We tested it on a variety of markets and we discovered that its performance is maximized in the Indian equity markets. Our extensive back-testing software provides us decisive evidence in favor of the profitability of the strategy. We are currently putting this strategy in paper trading to verify that the real performance matches the historical one. To protect our buyers we limit the number of times we sell this strategy to a maximum of 25. We provide phone assistance during the installation of the strategy in the Interactive Brokers API. For more information please send me an email at algoeagle@gmail.com or phone me at 0041766513807.