Discover Algos by Investment
Algos Under ₹50,000
Start trading with algos built for small capital
Fixed RR 1:3 (30% SL)
High risk, less frequent, un-hedged option buying trades that hunt for a fixed risk-reward of 1:3 with a 30% stop-loss.
Vacuum GRID (35% SL)
Uses the GRID risk management method to execute un-hedged options with deep-SL.
Burst RR 1:2 (25% SL)
Uses the fixed risk-reward method to execute burst un-hedged options.
Stocks Select
Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.
Algos Under ₹1,00,000
Algos designed for growing portfolios
Zen Credit Spread Overnight
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
SkewHunter
High risk option buying algo that carries trade till end-of-day.
Curvature Credit Spread Overnight
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
Fixed RR 1:3 (30% SL)
High risk, less frequent, un-hedged option buying trades that hunt for a fixed risk-reward of 1:3 with a 30% stop-loss.
Algos Under ₹2,00,000
Diversified strategies for mid-size capital
Zen Credit Spread Overnight
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
SkewHunter
High risk option buying algo that carries trade till end-of-day.
Curvature Credit Spread Overnight
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
Fixed RR 1:3 (30% SL)
High risk, less frequent, un-hedged option buying trades that hunt for a fixed risk-reward of 1:3 with a 30% stop-loss.
Algos More Than ₹2,00,000
Advanced algos tailored for large investors
Expiry Short Strangle
Carries the short strangle from one expiry to next, aiming for complete premium decay.
Intraday Short Strangle
Daily strangle algo.
Compressed Strangle
Executes overnight short strangles that capitalizes on correlation compression in the options market.
Lattice Short Straddles
A short straddle is an options strategy that involves selling both a call and a put option with the same strike price and expiration date.
Similar Categories
Algos Under ₹50,000
Algos Under ₹1,00,000
Algos Under ₹2,00,000
Algos More Than ₹2,00,000
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V-Score Credit Spread Overnight
V-Score Credit Spread Overnight
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Expiry Short Strangle
Alpha Industries Automated
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