Mechanical Engg -> S/W Engr -> Aerospace Scientist -> MBA -> Banker of the lending type -> Derivatives Structuring -> Option trading -> ?
Joined December 2009
- Tweets 262
- Following 84
- Followers 196
- Likes 122
7 Photos and videos
22 Jan 2025
The biggest immediate social impact of AI is reversing the clock and make technological innovations again a privilege for the few. Model development is already large scale multimillion dollar affairs and now we are ditching open source in the name of security.
22 Jan 2025
What’s in place to stop bad actors from using tech and AI to design harmful pathogens?
Google DeepMind’s co-founder and CEO Demis Hassabis speaks to the FT’s Roula Khalaf, detailing all the precautions DeepMind is taking to ensure its biotech is more beneficial than not.
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Prodipta Ghosh retweeted
30 Dec 2024
We are looking for "only" two skills:
1. Be great at maths
2. Be a great communicator (Hinglish will do)
If you know someone who fits the bill, please refer. 👇
linkedin.com/jobs/view/41105…
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Prodipta Ghosh retweeted
15 Aug 2023
Excited to see the launch of @ICICI_Direct's Spring platform! As the SaaS version of @QuantInsti's Blueshift, one of the very few CEP engines publicly available for Indian markets, to create, test and implement almost any strategy. Totally free for their users. Do check it out!
14 Aug 2023
If you like back-testing, automating your strategies, you will love @ICICI_Direct #Spring
Spring at no cost offers :
- Backtesting strategies
- No code experience : drag & drop and generate code
- Full code : from scratch in Python
- Fully automated trading
( 1/4)
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Prodipta Ghosh retweeted
I had an old paper on this topic with a few analytical results
The gist is its hard to separate the impact of implied vs realized skew (S) & convexity (C)
IMHO these greeks could be part of portfolio management but not in isolation
Should revise it someday
ssrn.com/abstract=1697829
19 Jan 2023
Wikipedia calls Vomma Volga, but otherwise it was about this en.wikipedia.org/wiki/Vanna%…
Imho though, all this Greek stuff is a tad overrated. For actionable intelligence, read real traders like @therobotjames, @SinclairEuan, @ArturSepp and try larping as one yourself
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7 Jan 2023
This is a very good point. If are finding systems with backtesting, be sure to google "Sharpe ratio haircut" and read the Harvey/ Liu paper on it.
7 Jan 2023
Most will choose the second but practice the first.
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18 Dec 2022
Decades after when the details will be forgotten, the question that will haunt us: why messi was wearing a sheer dress on top of the albiceleste
18 Dec 2022
Argentina’s Lionel Messi lifts the trophy after winning the World Cup final between Argentina and France.
Argentina won 4-2 in a penalty shootout after the match ended tied 3-3. apne.ws/eoREtYE
ALT Argentina's Lionel Messi lifts the trophy after winning the World Cup final between Argentina and France.
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7 Oct 2022
If you are ever faced with such options, remember asset or strategy variance measures are usually more reliable than mean. That will help make a choice.
7 Oct 2022
If implementing a new method/strategy
- increases the variance of P/L
- reduces the average loss, overall costs
- slightly upticks overall net P/L
would you add it to existing portfolios?
Why or why not?
8 May 2022
Not a joke! stuff you don't expect - look in rates trading. lower left vega (maybe right) may give enough of vol roll and curve roll to have long vol & carry. But not free! Usually means a spread gamma on the long end of the curve that can whip around a lot.
12 Dec 2021
Regulating all API trades is indeed a step backward. This not only covers algo trading, but technically ALL front-end software that uses APIs, including web trading. This may seriously thwart innovations in the industry. (1/5) #SEBI #algotrading #APITrading
10 Dec 2021
SEBI has put a consultation paper with the intent of curbing unregulated algo platforms that promise guaranteed returns.
But the way it's planned will mean brokers will have to stop offering APIs. This will be 2 steps back in a tech-first future. 1/2
zerodha.com/z-connect/querie…
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12 Dec 2021
Bring third-parties under regulation. Before APIs, we had mis-selling through phone calls and WhatsApp. Third party regulations will allow legitimate providers to advertise themselves clearly and the retail investors to make an informed decision. (4/5)
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12 Dec 2021
These, along with SEBI's existing risk management framework applied to all API trades (perhaps with stricter price checks and quantity limit checks) can help the broking industry in India from taking a step backward. (5/5).
Prodipta Ghosh retweeted
24 Sep 2021
SWP 942 by Rebecca Freeman (BoE) @BaldwinRE on global supply chains (GSCs). Past 3 decades has seen unbundling of production processes which previously took place under one roof now split up across different firms/countries. What are the risks/rewards?
bankofengland.co.uk/working-…
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26 May 2021
Very good points for starters. Especially if you are retail and trading using algo. Algo trading give you the illusion of predicting the market and makes it easy to over-trade. Use it properly. Focus on your niche and then "stick 'em with the pointy end" instead.
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Prodipta Ghosh retweeted
15 Apr 2021
Get ready to tumble: It's National Laundry Day, and FRASER celebrates with this 1963 gem from the @philadelphiafed Business Review, an attempt to sort out the decline of family laundries in the postwar era ow.ly/gJ8K50EeHw2
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The way finance works now is that things are valuable not based on their cash flows but on their proximity to Elon Musk trib.al/ROUu9ow
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7 Dec 2020
And I claim the Russell's teapot exists, prove me wrong. This is why social issues debate on social media is so low quality. Half don't understand the issue, others don't understand logical debate.
7 Dec 2020
COVID is a hospital bed issue, due to businesses models that focus on maximum profit.
Prove me wrong
3 Dec 2020
If you hear/read any 'expert' arguing in the line of 'inflation is rising, consumer inflation is ok, but look at asset prices', stop immediately! And consider listening to Nickelback/ reading a telephone directory instead. Will be more useful. #economy #inflation
26 Nov 2020
"The things I could do with a football, he could do with an orange." - Platini. All those jokes about of hand-of-god are misplaced. He IS one of the original gods #D10S