Yogesh Dalvi

Options|Options Back Test | Amibroker

[Yogesh Dalvi @dYogicQuant]

@mnopro 💯 In my limited understanding the best trading and investment opportunities are when u can reframe risk

[Yogesh Dalvi @dYogicQuant]

@AshishGupta325 Given the Issue Size and Market sentiment, there is very low risk of NSE listing at a premium. Past issues of this size have generally listed at par or discount. Waiting for price discovery after listing is a great option

[Yogesh Dalvi @dYogicQuant]

@mnopro I see ur point. I personally hate monolithic databases. Hence I chose a filesystem based DB where data is stored in parquet formats.
But even though I use only two asset classes , there is some urge and desire to standardize across classes , which leads wasted effort

[Yogesh Dalvi @dYogicQuant]

@mnopro Nice. You are standardizing the routines which gives you that consistency and efficiency.

[Yogesh Dalvi @dYogicQuant]

@mnopro This is where ur own database with some fixed calculation routine add value

You are never going to arrive at the most optimal storage. But with AI it takes a few minutes to a some hours to just build one and then rebuild it again another day

[Yogesh Dalvi @dYogicQuant]

@mnopro AI doesn't have the consistency that we expect out of a computer program. The same task given to it on two different days may produce a markedly different output. It may make certain assumptions about the data during one run & make completly diff assumptions on a diff day.
1/n

[Yogesh Dalvi @dYogicQuant]

@thsottiaux Reduce the 5 Hour limit to 2 hours or put those on higher models like sol. Keep the regular guys working on Terra and Luna running

[Yogesh Dalvi @dYogicQuant]

@simplykashif @grok @thru_the_prism If ur investment rate of return is higher than the banks rate of interest, then increase the tenure if not then pay as fast as possible. It

[Yogesh Dalvi @dYogicQuant]

Suppose SEBI agrees to stop F&O trading at 15:15.On expiry day options will still be settled on the CAS arrived price. So is everyone ready to accept that on xpry day at 15:15 options will retain some extrinsic value to account for CAS Volatility?

[Yogesh Dalvi @dYogicQuant]

@PRAFULKULKARN18 On a lighter note... u seem to be making the regulators case for curbing derivatives volumes further..

[Yogesh Dalvi @dYogicQuant]

@sandipsabharwal Also , this is how it starts. Even STT was bought in saying no LTGC. Nothing will stop future governments from widdening this

[Yogesh Dalvi @dYogicQuant]

@Ankit_Quant In my opinion this is a structural flaw. If u see buyers in a particular stock , u cannot sell unless u have the stock in hand. So there will always be a bullish bias in CAS. This issue is not present in opening auction as u have full day to cut ur position.

[Yogesh Dalvi @dYogicQuant]

@SandeepParekh Nice thread. Unfortunately one of a big difference between Opening and Closing auction is the ability to short. In opening u can short at an over valued price as u have a full day to square of ur position. While in a closing auction u cannot

[Yogesh Dalvi @dYogicQuant]

@thsottiaux Discussion Threads which begin in ChatGpt Web can be continued in ChatGpt Work.

[Yogesh Dalvi @dYogicQuant]

@thsottiaux The 5 hour limit usage is a big hurdle for proper work.Kindly do not reintroduce it. Just like the reset button , no 5-hour limits may also be a historic move

[Yogesh Dalvi @dYogicQuant]

@vivbajaj I think this is not a GenZ problem. This is a problem which the millenials need to solve

[Yogesh Dalvi @dYogicQuant]

@Oblivious9021 It's not a bug ..It's a feature

[Yogesh Dalvi @dYogicQuant]

@thsottiaux I used to send a message to codex first thing in the morning so that I start my 5 hour session timer. When the actual work would start some two hours later. Without the limit, there is no need to do this

[Yogesh Dalvi @dYogicQuant]

@thsottiaux I switched to codex from claude long time back because l liked how codex stuck to the instructions, implemented the plan as is. Also the usages limits were great allowing me to work continuously

[Yogesh Dalvi @dYogicQuant]

@SarangSood Yeah... When live run does match ur expectations, use the backtest