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TECHNICAL BASED TRADING STRATEGIES DHANVIR CAPITAL CONSULTANTS LLP
<ul><li>There is only one side in stock market and it is not the Bull’s side or Bear’s side, it is the  ‘right side’ </li>...
<ul><li>SCHEME 1 – NIFTY TRADING SYSTEM </li></ul><ul><li>(BASED ON MECHANICAL SYSTEM TRADING) </li></ul><ul><li>SCHEME 2 ...
NIFTY TRADING SYSTEM <ul><li>The product will take positions in NIFTY FUTURES (long/short) based on a technical indicators...
NIFTY TRADING SYSTEM <ul><li>ADVANTAGES </li></ul><ul><li>Emotionless trading. </li></ul><ul><li>Provide objective rules t...
NIFTY TRADING SYSTEM <ul><li>DISADVANTAGES </li></ul><ul><li>Can suffer long periods of drawdown. </li></ul><ul><li>Very d...
NIFTY TRADING SYSTEM <ul><li>Total Risk we shall undertake shall not be more than 10% of the total portfolio value. </li><...
NIFTY  TRADING  SYSTEM <ul><li>Assuming a initial portfolio with Rs 5 lacs as capital: </li></ul><ul><li>Risk per position...
SUMMARY <ul><li>INVESTED CAPITAL : Rs.5,00,000/- </li></ul><ul><li>PROFIT TILL DATE: Rs.3,14,02,296/-  ( From 2000 to 2011...
HISTORICAL YEARLY RETURNS DHANVIR CAPITAL CONSULTANTS LLP The system generated an annualized compounding return of 28.12 %
HISTORICAL RETURN COMPARSION DHANVIR CAPITAL CONSULTANTS LLP Capital Rupees Initial Capital 500,000 Addition or withdrawls...
NIFTY TRADING SYSTEM <ul><li>Client trades will carried out in individual client accounts </li></ul><ul><li>Client money w...
NIFTY TRADING SYSTEM <ul><li>For more details please contact  </li></ul><ul><li>Dhanvir Capital Consultants LLP  </li></ul...
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Nifty Based System Trading1

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Transcript of "Nifty Based System Trading1"

  1. 1. TECHNICAL BASED TRADING STRATEGIES DHANVIR CAPITAL CONSULTANTS LLP
  2. 2. <ul><li>There is only one side in stock market and it is not the Bull’s side or Bear’s side, it is the ‘right side’ </li></ul>DHANVIR CAPITAL CONSULTANTS LLP Jesse Livermore
  3. 3. <ul><li>SCHEME 1 – NIFTY TRADING SYSTEM </li></ul><ul><li>(BASED ON MECHANICAL SYSTEM TRADING) </li></ul><ul><li>SCHEME 2 – GOLD SYSTEM TRADING* </li></ul><ul><li>(BASED ON MECHANICAL SYSTEM TRADING) </li></ul><ul><li>*COMING SOON </li></ul>DHANVIR CAPITAL CONSULTANTS LLP PRODUCTS
  4. 4. NIFTY TRADING SYSTEM <ul><li>The product will take positions in NIFTY FUTURES (long/short) based on a technical indicators. </li></ul><ul><li>It is a NIFTY based Mechanical Trading System. (quant model) </li></ul><ul><li>Mechanical Trading Systems (MTS) are techniques that make trading decisions for a trader. Trader inputs the data, and the system generates a response that indicates the appropriate action. </li></ul><ul><li>Trader either buys, sells, or does nothing depending upon the pre-defined rules of the system </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  5. 5. NIFTY TRADING SYSTEM <ul><li>ADVANTAGES </li></ul><ul><li>Emotionless trading. </li></ul><ul><li>Provide objective rules to follow. </li></ul><ul><li>Traders who are apt to trade on a whim, or out of boredom can use MTS to avoid making costly errors. </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  6. 6. NIFTY TRADING SYSTEM <ul><li>DISADVANTAGES </li></ul><ul><li>Can suffer long periods of drawdown. </li></ul><ul><li>Very dull to trade </li></ul><ul><li>Low win rate, inefficiency, failure to respond to market paradigm shifts . </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  7. 7. NIFTY TRADING SYSTEM <ul><li>Total Risk we shall undertake shall not be more than 10% of the total portfolio value. </li></ul><ul><li>Predefined risk parameters for each position </li></ul><ul><li>Risk shall not exceed 2.5% of the portfolio on a per position basis. </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  8. 8. NIFTY TRADING SYSTEM <ul><li>Assuming a initial portfolio with Rs 5 lacs as capital: </li></ul><ul><li>Risk per position would be Rs 5lacs * 2.5%=Rs 12,500 </li></ul><ul><li>Call: Long Nifty Futures at 4000 with S/L 3800 </li></ul><ul><li>Quantity to be taken = 12500/ (4000-3800) </li></ul><ul><li>i.e 12500/200 = 62.5 shares. </li></ul><ul><li>i.e 3 mini Nifty </li></ul><ul><li>Total risk after 4 such positions will be 10% of the portfolio </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  9. 9. SUMMARY <ul><li>INVESTED CAPITAL : Rs.5,00,000/- </li></ul><ul><li>PROFIT TILL DATE: Rs.3,14,02,296/- ( From 2000 to 2011 ) </li></ul><ul><li>RETURNS : 6280%. </li></ul><ul><li>NIFTY RETURN : 320% </li></ul><ul><li>NUMBER OF TRADES: 94 </li></ul><ul><li>STRIKE RATE : 36% </li></ul><ul><li>MAXIMUM LOSING STREAK: 23.82% </li></ul><ul><li>MAXIMUM WINNING STREAK: 117% </li></ul><ul><li>AVERAGE EXPOSURE PER TRADE: 3.6 times </li></ul><ul><li>MAXIMUM EXPOSURE TAKEN: 5 times of portfolio </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  10. 10. HISTORICAL YEARLY RETURNS DHANVIR CAPITAL CONSULTANTS LLP The system generated an annualized compounding return of 28.12 %
  11. 11. HISTORICAL RETURN COMPARSION DHANVIR CAPITAL CONSULTANTS LLP Capital Rupees Initial Capital 500,000 Addition or withdrawls 0 P/L 15551512 Invested Capital 0 Balance Capital 16051512 Comparison Return 26-Oct-95 19-Jun-09 Portfolio 3110.30%     Nifty 408.88% 901 4585 Sensex 326.09% 3408 14521
  12. 12. NIFTY TRADING SYSTEM <ul><li>Client trades will carried out in individual client accounts </li></ul><ul><li>Client money will be held in client account </li></ul><ul><li>Contract notes will be sent on a trade to trade basis </li></ul><ul><li>Monthly portfolio reviews shall be carried out </li></ul><ul><li>Minimum period should be 12 months </li></ul><ul><li>Minimum ticket size Rs. 5 lacs. </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
  13. 13. NIFTY TRADING SYSTEM <ul><li>For more details please contact </li></ul><ul><li>Dhanvir Capital Consultants LLP </li></ul><ul><li>Tel no.: 022-66157630/31/32/33 </li></ul><ul><li>Email: contactus@dhanvircapital.com </li></ul><ul><li>Mobile: +91-9930378858/+91-9869478405 </li></ul>DHANVIR CAPITAL CONSULTANTS LLP
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