Dive Into the New Age of Quantitative Investing
A bouquet of simplified analytics to align with market pulse
Market Signals
Market Signals use advanced quantitative analysis to identify market turning points for various benchmark indices like Nifty, Midcap, Smallcap, Dow, S&P 500, Nasdaq, & Gold and leverage advanced sector heat map tools to analyse sector rotation.
Market signals are detected using multiple analytical models. These models use a combination of quantitative analysis to generate signals. Signals are rigorously backtested using our advanced Backtesting Engine built using Python & R, on a variety of market scenarios over the last 10 years across Nifty sectors.
Market Signals reflect the State of Market (e.g. Uptrend or Downtrend). While taking positions in Index ETFs / Futures / Options or in individual stocks, probability of success significantly increases when positions are taken in sync with the State of Market.
Sentiment Analytics
Sentiment Analytics help to understand emotions inside the minds of market participants and decode market pulse and general direction of market trend. Sentiment Analytics provide Signals for multiple sentiment indicators such as India VIX, CBOE VIX and Junk Bond Spread. Signals are generated using sophisticated multi layered process to separate Noise and Signal.
During market swings, the psychology of investors moves from pessimism and fear to hope, overconfidence, and greed. Usually optimism among market participants reaches its peak around the same point that the market is forming a top or a peak. Conversely, market participants are most pessimistic at market bottom, which is precisely the point which creates good buying opportunities.
Signals generated for various Sentiment Indicators, reflect likely change in the State of Market Emotion. Positions in Index ETFs / Futures / Options or in Individual stocks when taken in sync with market sentiment or pulse of the market; significantly increases the probability of success.
Swing Stock Screener
Swing stock screener provides a curated set of backtested stock screeners running on F&O stocks. It includes Breakout Catcher stock screener, Presence of Strong Trend stock screener & Momentum Building up stock screener along with multiple Early Warning stock screeners to detect Uptrend and Downtrend in stocks.
These stock scanners use combinations of several quantitative analysis and are optimised using rigorous Backtesting Analysis using our Advanced Backtesting Engine (built with Python & R).
The Advanced Backtesting Engine runs Deep Backtesting on all F&O stocks simultaneously under different market scenarios.
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The curated list of swing stock screeners are selected based on Deep Backtesting performance analysis on thousands of potential stock scanners. This is to ensure that despite your busy calendar, you always get in your dashboard, a select bouquet of stock screeners along with backtesting analysis for your own analysis and further research.
Backtesting Analytics
Backtesting is used to evaluate how different combinations of quantitative indicators would have performed, under a variety of historical market scenarios.
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Though past performance does not guarantee future returns; one of the key utility of backtesting tools in general, is that it can help to analyse Target Return, Stop Loss & Time Horizon for market participants based on their individual risk appetite.
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Alnair Analytics' robust backtesting engine, equipped with Python & R, uses rigorous risk analysis, performing millions of computations to optimise Market & Sentiment Signals and Stock Screeners.
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At Alnairanalytics the coverage of analysis during Backtesting includes following key metrics :​
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Estimated Risk Adjusted Return
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Avg Gain vis-à-vis Avg Loss
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Max Gain vis-à-vis Max Loss
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Avg Days with MTM Loss
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Max Days with MTM Loss
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Avg Days between Entry & Exit
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Max Days between Entry & Exit
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Return or Loss curve over multiple time horizons
