Readings and resources

Read first

• Mark Minervini, Trade Like a Stock Market Wizard (McGraw-Hill, 2013): the Trend Template and the volatility contraction pattern in the author's words (Playbook 15.1). Read alongside M04 · 4.2.6 on why practitioner claims are not evidence.
• William J. O'Neil, How to Make Money in Stocks (4th ed., McGraw-Hill, 2009): the market-direction filter and the buy-point rules referred to in 15.1.
• Van K. Tharp, Trade Your Way to Financial Freedom (2nd ed., McGraw-Hill, 2007): R-multiples and position sizing, the bookkeeping used in every playbook.

For depth

• J. Welles Wilder, New Concepts in Technical Trading Systems (1978): the ATR used for the stops in 15.1 and 15.2.
• Marcos López de Prado, Advances in Financial Machine Learning (Wiley, 2018), ch. 3 (triple-barrier labels and time stops) and ch. 11–14 (backtesting pitfalls).
• Carlo Zarattini, Andrea Barbon and Andrew Aziz, "A Profitable Day Trading Strategy for the U.S. Equity Market", Swiss Finance Institute Research Paper 24-98 (2024): the "stocks in play" opening-range breakout that 15.3 adapts.
• Lei Gao, Yufeng Han, Sophia Zhengzi Li and Guofu Zhou, "Market intraday momentum", Journal of Financial Economics 129(2), 2018, 394–414.
• Brad M. Barber, Yi-Tsung Lee, Yu-Jane Liu and Terrance Odean, "The cross-section of speculator skill: Evidence from day trading", Journal of Financial Markets 18 (2014), 1–24.
• Andrew Dubinsky, Michael Johannes, Andreas Kaeck and Norman J. Seeger, "Option pricing of earnings announcement risks", Review of Financial Studies 32(2), 2019, 646–687: the event-variance extraction of 15.4.
• Sheldon Natenberg, Option Volatility and Pricing (2nd ed., McGraw-Hill, 2015), chapters on volatility spreads and risk; Euan Sinclair, Positional Option Trading (Wiley, 2020), on event trades and sizing short volatility (15.4, 15.5).

Primary Indian sources

• NSE F&O and CM bhavcopies (UDiFF), https://nsearchives.nseindia.com/content/fo/ and /content/cm/: all option and official cash prices in this module.
• NSE index constituent file, https://nsearchives.nseindia.com/content/indices/ind_nifty50list.csv.
• TCS integrated filing for the quarter ended 30 Sep 2026, on NSE (corporate filings, iXBRL), for the board-meeting date and times.
• SEBI circular SEBI/HO/MRD/TPD-1/P/CIR/2024/132 (1 Oct 2024), measures for equity index derivatives: expiry-day exposure margin, upfront premium, calendar-spread treatment.
• SEBI's studies of intraday traders (FY23, press release 13/2024) and of F&O traders (FY26), tabulated with their sources in M01 · 1.11 Case 1 (M05 · 5.10 and M09A · 9A.15 use the intraday and options figures).