greeks

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    Intro

    Hi ! This is Arora here, and very interested in the Options trade. To learn the ropes, I had given my password to a guy named Kulkarni, who is a sub-broker with Angel Broking, alongwith a lakh of rupees to manage my account, and then simply followed his trade and strategies. Although I...
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    System Back-Testing Help req

    Hi!, wanted to ask a few question about back-testing the system... I have collected 2yr IEOD data (of index), and i am primarily trading in NIFTY options, but cannot come to a conclusion wrt profit/loss calculation, how did you calculate it? Should I assume delta of 1 and calculate? cant seen...