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Low Risk Algos
Capital-preserving algos with steady returns
Ratio-Fluxer Credit Spread Expiry
The "Ratio-Fluxer Credit Spread Expiry" algorithm seeks to capitalize on short-term imbalances and inefficiencies in the options market by identifying specific conditions related to implied volatility (IV) and price action to generate potential trading opportunities in NIFTY options. The strategy uses a combination of factors derived from option implied volatility, price action, and statistical analysis to generate a normalized "alpha" signal. This signal is then combined with other technical indicators to identify potential entry points for trades. The algorithm takes a contrarian approach, seeking to fade unsustainable market conditions which are quantified using ratios of IV entropy, imbalances in curvature, and skewness. The algorithm aims to identify opportunities where implied volatility might revert to a more sustainable level. It does this by analysing the "alpha" signals. This algorithm trades a credit spread on NIFTY options, specifically looking for opportunities to profit from the time decay of options contracts with a focus on expiry. The trades are triggered based on the calculated "alpha" and skewness of the implied volatility in the options chain. A credit spread involves selling a near-the-money option and buying a further out-of-the-money option of the same type (either puts or calls) with the same expiration date. This strategy benefits when the price of the underlying asset remains relatively stable or moves in a direction that allows the sold option to expire worthless, while the bought option limits potential losses. A credit spread benefits if there is low volatility in the market and it trades in a range-bound manner.
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.
Medium Risk Algos
Balanced algos with risk-reward in check
Ripple-Return Credit Spread Expiry
The "Ripple-Return Credit Spread Expiry" algorithm is designed to identify and execute credit spread option strategies on the NIFTY 50 index, aiming to profit from the decay of option premiums as they approach their expiry date. The core strategy involves analyzing implied volatility (IV) across different strike prices to determine potential overpricing of options. It leverages technical indicators, specifically comparing the IV of out-of-the-money (OTM) options against at-the-money (ATM) options and their rate of change (delta), using a time-series rank to normalize the alpha signal. By identifying instances where OTM options are relatively overpriced compared to ATM options, the algorithm seeks to sell the overpriced options and simultaneously buy options further out-of-the-money to create a credit spread. The algorithm incorporates risk management techniques such as setting stop-loss and target levels based on a percentage of the margin required and/or spread premium, respectively. This algorithm trades credit spreads on NIFTY 50 index options, specifically targeting weekly expiry options. Credit spreads benefit from sideways or moderately directional market movements where the sold options expire worthless, allowing the trader to keep the premium received. The algorithm enters trades between 10:15 AM and 2:15 PM, avoiding trading on expiry days and outside of defined trading hours to align with backtested timeframes. The strategy aims to capitalize on the time decay of options close to expiry, while limiting potential losses through the purchase of further OTM options in the spread.
Ratio-Ripple Credit Spread Exit-Early
This algorithmic trading strategy, named "Ratio-Ripple Credit Spread Exit-Early," aims to identify opportunities in the NIFTY 50 index options market by analyzing the relationship between implied volatilities (IV) of out-of-the-money (OTM) and at-the-money (ATM) options. The algorithm calculates a proprietary alpha signal derived from the difference between OTM and ATM implied volatilities and their rate of change, using time-series ranking to normalize the signal. Trades are triggered when the alpha signal exceeds a predefined threshold, indicating a potential mispricing in the options market. A secondary condition has been added that checks the rate of change of delta values. The algorithm factors in market open hours, expiry dates and tested time periods to find trading opportunities. The algorithm implements a credit spread strategy, specifically targeting the execution of credit call spreads or credit put spreads based on the signals generated. Credit spreads profit from a narrowing of the spread between the short and long options, which typically occurs when implied volatility decreases or when the underlying asset price moves in a favorable direction. The trades are executed by shorting a near-the-money (NTM) option and simultaneously buying a further out-of-the-money (OTM) option with the same expiration date and strike type, limiting potential losses. This strategy is typically favorable in sideways or moderately trending markets, where the expectation is for the underlying asset to remain within a defined range, allowing the options to expire worthless or with reduced value, thus generating profit.
Alpha Industries Automated
Invest in top sectoral ETFs.
Holonomy's Short Strangles
This Morning Short Strangle algo strategically sells both call and put options on the index in the morning, aiming to capitalize on premium decay or range-bound market conditions.
Moderately High Risk Algos
Aggressive trades with strategic protection
Ripple-Return Credit Spread Expiry
The "Ripple-Return Credit Spread Expiry" algorithm is designed to identify and execute credit spread option strategies on the NIFTY 50 index, aiming to profit from the decay of option premiums as they approach their expiry date. The core strategy involves analyzing implied volatility (IV) across different strike prices to determine potential overpricing of options. It leverages technical indicators, specifically comparing the IV of out-of-the-money (OTM) options against at-the-money (ATM) options and their rate of change (delta), using a time-series rank to normalize the alpha signal. By identifying instances where OTM options are relatively overpriced compared to ATM options, the algorithm seeks to sell the overpriced options and simultaneously buy options further out-of-the-money to create a credit spread. The algorithm incorporates risk management techniques such as setting stop-loss and target levels based on a percentage of the margin required and/or spread premium, respectively. This algorithm trades credit spreads on NIFTY 50 index options, specifically targeting weekly expiry options. Credit spreads benefit from sideways or moderately directional market movements where the sold options expire worthless, allowing the trader to keep the premium received. The algorithm enters trades between 10:15 AM and 2:15 PM, avoiding trading on expiry days and outside of defined trading hours to align with backtested timeframes. The strategy aims to capitalize on the time decay of options close to expiry, while limiting potential losses through the purchase of further OTM options in the spread.
Ratio-Ripple Credit Spread Exit-Early
This algorithmic trading strategy, named "Ratio-Ripple Credit Spread Exit-Early," aims to identify opportunities in the NIFTY 50 index options market by analyzing the relationship between implied volatilities (IV) of out-of-the-money (OTM) and at-the-money (ATM) options. The algorithm calculates a proprietary alpha signal derived from the difference between OTM and ATM implied volatilities and their rate of change, using time-series ranking to normalize the signal. Trades are triggered when the alpha signal exceeds a predefined threshold, indicating a potential mispricing in the options market. A secondary condition has been added that checks the rate of change of delta values. The algorithm factors in market open hours, expiry dates and tested time periods to find trading opportunities. The algorithm implements a credit spread strategy, specifically targeting the execution of credit call spreads or credit put spreads based on the signals generated. Credit spreads profit from a narrowing of the spread between the short and long options, which typically occurs when implied volatility decreases or when the underlying asset price moves in a favorable direction. The trades are executed by shorting a near-the-money (NTM) option and simultaneously buying a further out-of-the-money (OTM) option with the same expiration date and strike type, limiting potential losses. This strategy is typically favorable in sideways or moderately trending markets, where the expectation is for the underlying asset to remain within a defined range, allowing the options to expire worthless or with reduced value, thus generating profit.
Alpha Industries Automated
Invest in top sectoral ETFs.
Holonomy's Short Strangles
This Morning Short Strangle algo strategically sells both call and put options on the index in the morning, aiming to capitalize on premium decay or range-bound market conditions.
High Risk Algos
High risk-high reward algos for brave traders
SkewHunter
High risk option buying algo that carries trade till end-of-day.
Zen 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.
Curvature Credit Spread Overnight
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
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