Currently, I am employing the following trading strategies in financial markets:
b) Trend Following on the BankNifty Futures on EOD time frame, with a mix of fast responding and slow responding strategies (Approx 30% of total capital)
a) Trend Following on the BankNifty Futures on 5 min, 15 min and 30 min timeframes (Approx 10% of total capital)
c) Mean reversion trades on Stock Futures (Approx 5% of total capital)
d) Trend Following on Interest Rate Futures (Approx 10% of total capital)
e) Momentum and Trend Following on Commodity (Silver, Gold, Zinc, Crudeoil and Copper) Futures (Approx 10% of total Capital).
f) Trend following on NSE500 stocks (non-leveraged) (Approx 35% of total capital)
Capital is employed by means of 50% stocks (with about 25% haircut), 40% liquid bees(10% haircut) and 10% cash. Non leveraged trades on NSE 500 stocks needs cash too.
To protect against black swan events, I generally buy protective puts in BankNifty weekly options in the situation where more than 50% of the maximum position is long.