Quant Incubator Program - 2022
inCube is the flagship Quant Incubator Program by Decibel Capital. It is first of its kind program aimed to research, backtest and deploy Alpha seeking algorithms in the Indian market space.
The program was initiated on Jul 01, 2021 and the first program ran for 6 - months. During this period the "inCube Cohort of 2021" achieved the following:
Created a data pipeline to source, clean and format data
Created a research environment to research positional edges expressed via option spreads.
Backtested a fully systematic strategy based on researched positional edges.
We are now lau
These will be fully systematic and automated trading strategies that will be traded with LIVE Capital. We will start from scratch and build everything from data pipeline, research environment, backtesting framework, automation and execution.
The program is expected to run for a minimum period of 6 months, hopefully at the end of which we will have a fully researched and backtested strategy for Live Deployment in the Indian market.
As part of this program, we will jointly conduct collaborative exercises from fetching and structuring the data, researching patterns, reviewing present or past research on trading effects in the markets, and creating a backtesting environment to search for our Alpha. We will jointly review quant concepts needed to make our research a reality.
How will this work? What will I need to do?
We will jointly work to perform quant research. This is not a place to perform Technical Analysis on Option Premium charts or to think that Moving Averages or RSI have any predictive power on a stand alone basis. However, this will be a set up in which we will research everything from simple recurring patterns to established quant anomalies in the market.
You need not have a quant background to be able to participate in this. I will teach/share any quant concepts that you may lack. I will learn anything that you bring to table and I lack. It will be a really collaborative environment. This is going to be a free-form but focused group to achieve our end goal - a deployable Live alpha strategy in market. We will be having a group call at least weekly to discuss ideas/progress and will keep engaged through our networking mediums (Telegram, Discord etc.). There is no preset area of research that we will perform and we will decide on our focus area during our first few interactions based on the set of people that are selected.
Why should you work with me?
I am a systematic quantitative trader with my Live algos trading in the market. I started my career as an institutional FX Trader with major Indian banks and subsequently moved to international markets. I hold a Masters in Financial Engineering from an ivy league university - University of California, Berkeley - Haas School of Business. I have been researching and testing quantitative trading edges for several years and now bring this expertise to Indian markets.
How much is this going to cost?
There program is aimed to have NO COST whatsoever and is designed to be completely FREE. The aim is to network and work with like minded individuals who are serious about researching and deploying Live Alpha in the markets. I will be sharing my teachings/learnings as part of this program.
However, there is a Monthly cost of INR 1,000 to participate in the program. This amount is FULLY REFUNDABLE in the following situations:
We work together towards the research and end up developing a deployable strategy
We work together and at the end of 6 months there is no deployable strategy built, but not due to lack of commitment and research on your part. At that point, we will reassess should we continue our research or terminate the program. Should you decide to move on, any fee charged will be refunded.
This Monthly cost is not refundable if:
You are not contributing to the research process on a Monthly basis. It does not matter if we make a breakthrough or not. It matters that we try and progress on a weekly/monthly basis.
You quit the program before 6 months completion
We want to work with a focus and committed group of individuals with a common end goal of developing a trading strategy and thus there is going to be a limit of TWO participants that would be accepted into this pilot run of the program.
If you have read this far - Congratulations - you might already be amongst the few who that are separate from a large crowd. The aim of this program is quality over quantity.
If you are ready, go ahead and fill out the application below. The application aims to filter candidates based on their background. You can always write to us at email@example.com if you have any special requests/comments.
We are not accepting applications anymore and the applications are closed. We might open another batch in future. You can follow us on social media (Twitter/Telegram) to keep updated. The links can be found on top/top right of the page.
Decibel Capital reserves the right to terminate the program at any point. As with anything in trading, there are no guarantees if this program will lead to any results. You should understand that trading consistently and profitably is a tedious task and is full of heart breaks. We hope to tread those waters together through this.
What is DYNAMICDYNAMIC is our proprietary trend-following system designed for Index and Crypto
I have obtained access, but can't view anything on charts. Help?"The following video should help you troubleshoot. Please ensure you are using Normal Candles and not Heiken Ashi or other such special candles.
How much money is needed to trade DYNAMIC?You can trade the system with 1 Lot of Nifty Futures and 1 Lot of Bank Nifty Futures. The margin requirement may vary by broker that you utilize.
How much return is expected from the system?Systematic or Algorithmic trading aims to generate returns that are above and beyond the simple underlying returns. Returns go hand in hand with the risk undertaken and capital deployed. Decibel Capital has provided an indicative backtest on the product page and that can be used as an assessment of risk:reward of the system.
How do I get access to the system/indicator?Currently, DYNAMIC is being offered through TradingView. You can click on the button "Request Access" on the page above and submit a request to get access.
Do I need a paid account with TradingView to access this system?No. As a user, you can avail benefits even with a free account of Tradingview. Go to www.tradingview.com to set up your free account.
Do I need other indicators to trade using DYNAMIC?DYNAMIC is a full fledged systematic system that aims to capture large trends. You can club it with more indicators to improve it's performance as per your comfort. DYNAMIC provides a starting point from which several other systems can be germinated.
How much does it cost to get access?For a limited time, the access to the system is being provided free of cost. Just sign up and let us know your TradingView User Name to get access.
When to Buy or Sell or Exit?The indicator comes with labels that will tell you when the system is entering a buy mode or a sell mode. For ease of visualization, an occurence of vertical "GREEN" line on the chart will indicate that the system has identified a "BULLISH" regime. If not already Long, you can initaite a position at next bar open. Similarly, a vertical "RED" line on the chart will indicate that the system has identified a "BEARISH" regime. If not already Short, you can initiate a position at next bar open.
Is this a SAR (Stop And Reverse) or Always In Trade system?NO. The trade strategically enters and exits trades. The easiest way is to look at the bottom of the chart that shows the current state. Green - Long Position in market Orange - Short Position in market Purple - FLAT or No position in market It may happen that at the time of an exit, next entry is also triggered. However, it is not always the case.