Gaurav Jadhao

Indian Institute of Technology (IIT), Kharagpur

Kharagpur

IIT Khragpur

Kharagpur, IN West Bengal 721302

India

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Scholarly Papers (1)

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India VIX Entropy Indicators for Portfolio Rotation Timing

Posted: 26 Sep 2016
Gaurav Jadhao and Abhijeet Chandra
Indian Institute of Technology (IIT), Kharagpur and Vinod Gupta School of Management, IIT Kharagpur

Abstract:

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India VIX, sample entropy, approximate entropy, portfolio management, trading strategy