TradeTech Analyticshttps://tradetechanalytics.com/Indian market reviews, research and risk educationWeekly market review, 19 to 23 October 2026: Nifty slips 2.4% to 22,600, small-caps lose 7% and breadth collapseshttps://tradetechanalytics.com/articles/weekly-market-review-2026-10-23.htmlhttps://tradetechanalytics.com/articles/weekly-market-review-2026-10-23.htmlTue, 27 Oct 2026 06:00:00 +0530Four sessions, four declines: Nifty 50 closed the week at 22,600 (-2.36%), India VIX jumped 20% to 16.86, only one sector index finished higher, and 2,368 of about 2,700 stocks fell on Friday.What the April 2026 STT rise did to option and futures trading costshttps://tradetechanalytics.com/articles/stt-rise-april-2026-option-costs.htmlhttps://tradetechanalytics.com/articles/stt-rise-april-2026-option-costs.htmlTue, 27 Oct 2026 06:00:00 +0530STT on options premium rose from 0.10% to 0.15% and on futures from 0.02% to 0.05% from 1 April 2026. Worked examples of per-trade, monthly and yearly cost, and what they do to thin-edge strategies.Selling Nifty weekly option premium on EMA signals: five years, 3,300 trades, no edgehttps://tradetechanalytics.com/articles/selling-nifty-weekly-premium-ema-signals.htmlhttps://tradetechanalytics.com/articles/selling-nifty-weekly-premium-ema-signals.htmlTue, 27 Oct 2026 06:00:00 +0530A rule-based ATM short seller on Nifty weekly options, tested on 1,250 sessions from December 2020: a 24% win rate, losses in every full year and no better than selling at random times.Buying the RSI-50 turn in Nifty 500 stocks: a back-test with 27 variantshttps://tradetechanalytics.com/articles/rsi-50-reversal-nifty-500-backtest.htmlhttps://tradetechanalytics.com/articles/rsi-50-reversal-nifty-500-backtest.htmlTue, 27 Oct 2026 06:00:00 +0530A long-only rule that buys when RSI(14) crosses back above 50 after 50 days below it, tested on the Nifty 500 universe with a 25% drawdown limit: 5.0% a year against 12.4% for the index, and no variant beat chance.How to test a trading idea without fooling yourself: pre-registration and sealed hold-outshttps://tradetechanalytics.com/articles/pre-registration-sealed-holdout.htmlhttps://tradetechanalytics.com/articles/pre-registration-sealed-holdout.htmlTue, 27 Oct 2026 06:00:00 +0530The checklist we use before publishing any back-test: written rules, three data windows, cost stress, random-entry controls, reality checks, and honest amendments. With real examples where ideas failed.Overnight Nifty strangles: how costs and slippage changed a 46% back-testhttps://tradetechanalytics.com/articles/overnight-nifty-strangle-costs-and-slippage.htmlhttps://tradetechanalytics.com/articles/overnight-nifty-strangle-costs-and-slippage.htmlTue, 27 Oct 2026 06:00:00 +0530A published back-test of an overnight short strangle claimed 46% gross CAGR. Re-costing it with standard charges and realistic slippage on Nifty and Sensex data shows what survives, and why we are forward paper-trading before believing it.Gamma exposure (GEX) explained, and what we could and could not test on Nifty optionshttps://tradetechanalytics.com/articles/gamma-exposure-gex-explained-nifty-test.htmlhttps://tradetechanalytics.com/articles/gamma-exposure-gex-explained-nifty-test.htmlTue, 27 Oct 2026 06:00:00 +0530What dealer gamma exposure is, why traders say it dampens or amplifies moves, why Indian data cannot show dealer positioning, and the result of a daily open-interest version tested over five years.Why a 0.20-delta credit spread pays only about 14% of its widthhttps://tradetechanalytics.com/articles/credit-spread-credit-vs-width.htmlhttps://tradetechanalytics.com/articles/credit-spread-credit-vs-width.htmlTue, 27 Oct 2026 06:00:00 +0530We measured 291 Nifty weekly credit-spread set-ups across five years: a 0.20-delta short leg collects a median 14% of the spread width, which needs an 86% win rate just to break even.Break-even slippage: the one number to ask for before trading a high-turnover strategyhttps://tradetechanalytics.com/articles/break-even-slippage-futures-long-short.htmlhttps://tradetechanalytics.com/articles/break-even-slippage-futures-long-short.htmlTue, 27 Oct 2026 06:00:00 +0530A machine-learning long/short stock-futures study passed its development gate but failed once whole lots and costs were counted: its break-even slippage was 0.18% to 0.28% per round trip. How to compute and use that number.Swing trading risk management: stops, gaps and overnight exposurehttps://tradetechanalytics.com/articles/swing-trading-risk-management.htmlhttps://tradetechanalytics.com/articles/swing-trading-risk-management.htmlWed, 21 Oct 2026 06:00:00 +0530How swing traders in Indian markets can control losses over multi-day holds, including gap risk and position sizing.Risk management for delivery (investing) trades in Indian equitieshttps://tradetechanalytics.com/articles/risk-management-delivery-trades.htmlhttps://tradetechanalytics.com/articles/risk-management-delivery-trades.htmlWed, 21 Oct 2026 06:00:00 +0530How to size positions, diversify, check liquidity and plan exits when you hold shares in your demat account.Position sizing and drawdown: the maths behind staying in the gamehttps://tradetechanalytics.com/articles/position-sizing-and-drawdown.htmlhttps://tradetechanalytics.com/articles/position-sizing-and-drawdown.htmlWed, 21 Oct 2026 06:00:00 +0530How fixed-fraction risk, expectancy and drawdown recovery determine whether a trading plan survives.Options risk management: buyers, sellers, Greeks and expiryhttps://tradetechanalytics.com/articles/options-risk-management.htmlhttps://tradetechanalytics.com/articles/options-risk-management.htmlWed, 21 Oct 2026 06:00:00 +0530What can go wrong when trading index and stock options in India, and how to limit loss with defined-risk structures and sizing.How the Indian market is structured: exchanges, regulators and settlementhttps://tradetechanalytics.com/articles/indian-market-basics.htmlhttps://tradetechanalytics.com/articles/indian-market-basics.htmlWed, 21 Oct 2026 06:00:00 +0530A plain-English map of NSE, BSE, MCX, NCDEX, SEBI and RBI, how trades settle, and why structure matters for risk.Futures risk management: leverage, margin and rollover (equity and commodity)https://tradetechanalytics.com/articles/futures-risk-management.htmlhttps://tradetechanalytics.com/articles/futures-risk-management.htmlWed, 21 Oct 2026 06:00:00 +0530How leverage, daily mark-to-market, margin and expiry work in index, stock and commodity futures, and how to size positions.