Backtests
Strategies run against the full history, net of every cost.
Backtests
The "riskless" arbitrage that pays less than a fixed deposit
Textbook cash-and-carry on 207 NSE F&O stocks: buy the stock, short the future, hold to expiry. It cleared zero, decisively. It still paid less than the RBI repo rate — because half the signal is gone in the five minutes between the read and the fill.
2026-08-22 · 5 min · Quantcents Research
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