Nakul Nayyar



I graduated from the Johns Hopkins with a degree in mechanical engineering and worked for a Fortune 500 consumer goods company as an engineer/projectmanager.After about 5 years and some success in my personal trading account, I decided to make a change and moved to New York City where I performed quantitative trading for a family office. After the fun events of 08, I was recruited to a proprietary trading desk managing the derivatives exposure alongside the CEO. That was an awesome experience on many levels and it allowed me an opportunity to trade my own small carve out. My primary focus is on S&P index directional volatility trading. I also trade event-driven and special situation single name stocks with a derivative overlay. Currently I’m advising an interesting fintech startup and volunteering while I see what’s next!

I live in Battery Park with my wonderful wife and 2 badly behaved dogs. A chihuahua and a dachshund.










The purpose of this website is a medium to write down my random thoughts on trading; quantitative, systematic, discretionary, or otherwise and of course to network with other individuals in the business. Please feel free to contact me with any questions, comments, concerns. If you are in the NYC area, I would be happy to meet in person.

Edit: On June 28, 2016 we added a new member of our crew:



Also check out the other blogs:

largecaplinks.wordpress.com : Place to put interesting links and short posts.

valuecaptrader.wordpress.com : Some value investing based ideas and special situations / event driven stuff

Please read and understand the disclaimer before making any investment decision.

This site may include market analysis. All ideas, opinions, and/or forecasts, expressed or implied herein, are for informational purposes only and should not be construed as a recommendation to invest, trade, and/or speculate in the markets. Any investments, trades, and/or speculations made in light of the ideas, opinions, and/or forecasts, expressed or implied herein, are committed at your own risk, financial or otherwise. I am not an investment advisor, and the content of the site is not an endorsement to buy or sell any securities.

6 Comments on "About"

  1. Hi…we started a new acrossthecurve…check it out here:


    We will love to see you check it out!

  2. I have been an avid reader of your highly informative blog and of course, I do find your tweets quite entertaining as well. Is there any way that I can contact you via email to learn more about your background and ask you a few questions about trading?

  3. I’m following your posts always with great interest and, like Arun here above, I’d like to, eventually, communicate with you directly via email. I’m definitively very parsimonious with email. It’s just that I don’t want to subscribe to any new account (and less than everything, to FB).

    I would appreciate if you can share your email address with me as well.

    As initial question: is the model/strategy you mention in your post “volatility-trading-performance” available for your readers?

    Thank You.

    • largecaptrader | March 11, 2012 at 8:28 pm | Reply

      Hi Paolo,

      Tks for following. As for the volatility strategy, the model was a mean reversion strategy on the VIX utilizing linear regression channels. Although the VIX itself cannot be traded, I tried utilizing VXX. At the time I didn’t have a complete understanding of VXX, however this strategy forced me to do some research and discovered the negative roll yield in VXX and began trading a far better strategy taking advantage of the roll yield.

      Feel free to email: largecaptrader@largecaptrader.com

      I just set it up so hopefully it works!

  4. Hello, I have been following your blog for a long time, and I wanted to get in touch with you? Is the email on the right hand side of this page the best way to get in touch with you?


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