Real money drama — scams, layoffs, debt, windfalls and family fortunes — reported and told well.
Foreign portfolio investors added to Indian equities in August for the second month in a row, a stretch the Economic Times ties to steadier earnings, a stable economy and easing geopolitical tension - with crude oil and US yields still lurking as risks.
Brent and WTI just snapped a winning run as Hormuz flows eased supply fears, but polyester-yarn costs are still squeezing Gujarat's powerloom belt.
Government bond prices fell on Thursday as heavy supply overwhelmed softer crude, and minutes hinted rates could still rise if inflation widens.
A bond-buyback story and a forced close of bearish bets are powering the move, but the underlying data is thinner than the headline suggests.
Treasury buyback news and incoming US inflation data have put the metal's next direction in focus, with one bank lifting its outlook.
Tokyo's Nikkei buckled under artificial-intelligence selling while chip-equipment maker Tokyo Electron bucked the trend, and all eyes now turn to a single earnings report that traders believe will decide whether the sector's momentum survives.
From a January peak near $95,000 to a June trough under $60,000, bitcoin looked done for the year. Days later it climbed back above $77,000 — while gold surged more than 5% for the week and the dollar slid.
A simulation over 237 trades tested four exit policies on an intraday momentum system. Holding to the closing square-off beat every alternative — and one popular early-exit rule didn't just underperform, it destroyed the edge entirely.
Indian benchmarks barely budged, yet Power Grid, HDFC Life and Kotak Mahindra Bank climbed while Maruti Suzuki, Trent and HCL Tech slipped. Under a still index, a busy street.
A single-session retest of an intraday system's trade tags saw order-book imbalance, gap behaviour, conviction scores and extension readings all reverse sign — while two structural patterns held exactly as before.
The strongest long pattern in our order-flow research kept its profit edge on its first out-of-sample day, earning far more per trade than the average signal. But the win rate, the one metric this project is built around, did not replicate.
The Nifty SmallCap 100 index is closing in on a record high as the majority of its constituents move higher, fuelled by gains in names such as Netweb and Sai Life Sciences.
Estee Lauder expects annual profit to top Wall Street's forecasts, driven by strong demand for its luxury fragrance and skincare brands, particularly among younger, affluent shoppers.
A scan of six trading sessions found that longs breaking into a wall of resting sell orders win more often, especially when paired with momentum confirmers. The mirror pattern for shorts does not work.
Two out-of-sample sessions have now missed the setup's original hit rate. What replicated instead was asymmetry: the filtered trades roughly doubled the baseline payoff while winning slightly less often.
Crude crossed $91 a barrel after peace talks stalled, and Economic Times reports the rupee opened seven paise weaker at 95.68 while both benchmark indices slipped. The chain between a distant negotiation and an Indian fuel bill is shorter than it looks.
Chip and robotics stocks were dumped across China and Japan in a single session, Economic Times reported, even as a newly listed humanoid robot maker rocketed on its Shanghai debut. Conviction and price are not the same thing.
A replay of 391 intraday trades found that screening entries on how a stock's own sector was trading kept more money — the trades it declined looked like marginal winners in gross terms and were losses once real charges were paid.
A sweep of every gap day in India's derivatives-eligible stocks found continuation only in the smallest gaps, and only when the sector gapped the same way; the dependable signal turned out to be which gaps to leave alone.
Ranking every trade by how far it actually ran left one variable standing: relative volume. The catch is that the measure counts a whole session's turnover, most of which arrives long after the position is already open.
Across gap fades, block charts, oscillators and smart-money structures on Indian derivatives-eligible stocks, every entry-on-strength rule lost money net of fees — and only the deepest gaps survived a realistic slippage test.
On a bullish session that gapped up and faded, Strota's most selective long setup fired thirteen times, won 31% of them and lost money, against the 80% it showed on the data it was built from.
We re-ran a residual-momentum strategy with a positive out-of-sample record in crypto across ten years of Nifty 500 data. The same rules produced a negative Sharpe, a slower net-long rebuild cleared costs, and the best-scoring variant turned out to be harvesting an entirely different anomaly.
An audit of 430 trades across eight sessions found the whole gain sat in two of them, while 107 short trades averaged a loss — so fresh shorts were switched off and chasing already-extended stocks was capped.