K-Lintra is a trend following system which uses the combination of Kaufman adaptive moving average and Linear regression-based volatility channel. It uses an adaptive approach to switch the time period and thereby dynamically able to adapt to changing market dynamics.
Algorithm trading is a system of trading which facilitates transaction decision making in the financial markets using advanced mathematical tools.Here are the basic steps an algo trader have to go through his/her learning cycle to become a professional Algo Trader.
Recently India VIX had returned from the peak volatility of 36 during 28th august down to sub 20 levels.Now very low volatility is prevailing in our Indian markets. Trend followers, traditionally benefit from increasing volatility while other strategy player experience losses. History reveals movement from low volatility to higher volatility produces outsized trend following returns.