Derivative Research and Data Analytics

Abstract

The report explains the summer internship project undergone in the organization called Alpha Derivatives which is primarily into developing trading mechanism for various asset-classes through deeper quantitative research. The report talks about the profile of the organization and various products and services they offer. The project work during the period of this internship was to understand the equity derivatives market mainly futures and options. In order to do that, there needs to be proper analysis of the related underlying price of the stocks. Basis in the future price and option premium derive their value from the relative underlying price. The objective of doing this is to find the profitable investment opportunities and trading strategies in trading F&O. For this purpose, monthly and weekly analysis was done based on the data collected from website of National Stock Exchange. The report also includes the learning that happened during the period of the internship and also the application of the already acquired skills.