Welcome to our site where we post our work on active money management and our progress in generating excess returns. We hope our site helps you manage your money better. Given the inability to replicate personality driven fund management, we target returns through automated money management (also called robo management). Such automated signals can be replicated and are not prone to changing styles/idiosyncrasies of the fund manager.
We use R, Python and Java.
We provide services around three capabilities.
We primarily focus on the India markets and our tools are freely available for collecting data.
Static Data is generally parsed from websites. For Indian markets we collect indices composition, dividend history, splits and bonuses and contract size changes. Similiar capability exists for parsing any website for static information
The most cost effective source for market data is Interactive Brokers. In addition, for Indian markets, we collect End of Day market data from NSE Bhavcopy as Interactive Brokers does not provide Open Interest information in its data feeds.
[R] source code for collecting static data and End of Day market data from NSE Bhavcopy is at https://bitbucket.org/incurrency/data-management/src/master/
[Java] source code for collecting market data from Interactive Brokers is at https://bitbucket.org/incurrency/historical-data-collector/src/master/
This is the key to generation of excess returns. The backtesting/ learning of the engine occurs on the daily/ intra day data. This website provides public access to our signals, generated real/ near-real time. We are not an investment advisory, so please use any such signals at your own risk.
We use a proprietary [R] package which is used across all our analysis and backtesting. The package is available at https://bitbucket.org/incurrency/rtrade/src/master/. It is NOT hosted on CRAN.
Execution engine is currently in Java and manages trade execution with Interactive Brokers. We have plans to migrate this to Python, but there is no firm date on its availability as yet - we will accelerate the python effort on the need of an end-user. The public git page is for Java-IB linkage is at https://bitbucket.org/incurrency/instrat/src/master/.