Risk management
17 articles in this topic cluster.
Choosing a timeframe: the decision that quietly defines your strategy
Most traders never choose a timeframe. They inherit one from whatever chart opened first, then wonder why their rules behave inconsistently.
ETF liquidity in India: why the spread matters more than the expense ratio
A five-basis-point expense ratio saves you ₹50 a year on ₹1 lakh. A one per cent round-trip spread costs you ₹1,000 on the way in and out. Investors obsess over the first number and ignore the second.
Expiry day mechanics: settlement, STT and the 3:40 trap
The most expensive mistake on expiry day is not a directional call. It is letting a small in-the-money option expire without understanding how it settles.
Your first hedged options trade: defined risk over lottery tickets
The cheapest option on the chain is cheap because it almost never pays. Beginners buy it because the loss looks small, and lose repeatedly in small amounts until the account is gone.
F&O margins explained: SPAN, exposure and peak margin
Margin is not the cost of the trade. It is collateral against a loss that has not happened yet — and the amount required moves while you hold the position.
Gold, silver and debt ETFs: the non-equity shelf
Gold ETFs are where premium-to-NAV does the most damage, because people buy them for the same reason they run to a premium — everyone wants them on the same morning.
Building a portfolio core with index ETFs
Most Indian portfolios are a collection of individually reasonable decisions that add up to an unreasonable whole. A core fixes that by deciding the shape first and the holdings second.
Implied volatility: why your call lost money when you were right
Two identical calls on the same stock at the same strike can be priced very differently. The difference is not the stock. It is what the market expects the stock to do.
Building an investing habit that survives a bad year
The investor who contributes steadily to a mediocre fund for fifteen years beats the one who picks brilliantly and stops in year three. This is not close, and everyone knows it, and almost nobody acts on it.
A signal just fired. Now what?
The strategy did its job the moment it notified you. Everything that happens next is you — and that is where carefully built rules quietly stop being followed.
Seven ways a backtest lies to you
Nobody deploys a strategy that backtested badly. Every failed strategy therefore backtested well — which tells you exactly how much a good backtest is worth on its own.
What a PocketX backtest actually proves — and what it does not
A backtest is a record of what a rule would have done, given a specific set of bars and a specific set of assumptions. Treating it as a forecast is the most expensive mistake in rule-based trading.
Smart alerts in PocketX, and where the execution boundary sits
An alert that can place an order is an automated trading system. An alert that cannot is a notification. PocketX is firmly the second, and every part of the design follows from that.
How to build a rule-based strategy in PocketX
A strategy is a rule you are willing to be held to. The PocketX strategy builder is deliberately narrow so that the rule you write is the rule that gets evaluated — here is how to write one.
Risk management in derivatives trading: the rules that keep accounts alive
In leveraged markets, the trader with the best risk rules beats the trader with the best predictions. Here are the rules — position-level, trade-level and account-level.
How to set a stop-loss in the stock market: a practical guide for Indian traders
A stop-loss is not a suggestion. It is the price at which your trade thesis is broken. Here is how to set one, size around it, and — hardest of all — honour it.
How to read a stock market research call: entry, target and stop-loss explained
Every credible research call ships with three numbers: an entry, a target and a stop-loss. Here is how to read them, size them and act on them.