Algos by

Zen Credit Spread Overnight

by StratzyNiftyHedgedDirectional

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

SkewHunter

by StratzyNiftyBuyingDirectional

High risk option buying algo that carries trade till end-of-day.

Curvature Credit Spread Overnight

by StratzyNiftyHedgedDirectional

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

Convex Credit Spread Overnight

by StratzyNiftyHedgedDirectional

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

Fixed RR 1:3 (30% SL)

by StratzyNiftyBuyingDirectional

High risk, less frequent, un-hedged option buying trades that hunt for a fixed risk-reward of 1:3 with a 30% stop-loss.

Delta-Rotation Credit Spread Expiry

by StratzyNiftyHedgedDirectional

This algorithm, named Delta-Rotation Credit Spread Expiry, aims to capitalize on short-term market inefficiencies by identifying potential credit spread opportunities in Nifty options. The core strategy revolves around analyzing various option chain parameters like implied volatility (IV), option greeks, market energy (Hamiltonian), entropy, and price action to gauge the overall market sentiment and identify potentially mispriced options. This is done by calculating an 'alpha' value, which is derived from a combination of IV, curvature, Hamiltonian, eigenvalues, entropy, and predicted volatility. The algorithm uses this alpha, in conjunction with its momentum and a related "alpha2" value based on spot returns and implied volatility curvature changes, to make informed decisions about initiating credit spreads. The signal generation logic triggers a trade when specific conditions related to the calculated 'alpha' values are met, indicating either a bullish or bearish sentiment. A bullish signal prompts the creation of a credit put spread by selling an at-the-money (ATM) put option and buying an in-the-money (ITM) put option to cap the potential loss. Conversely, a bearish signal triggers a credit call spread by selling an ATM call option and buying an out-of-the-money (OTM) call option. Risk management involves calculating the margin required for the trade and setting a stop-loss percentage based on this margin. Additionally, the algorithm sets a target profit level, aiming for 50% of the maximum potential profit from the spread, with a time-based expiry for the target, and will not trade if a similar trade has not yet closed. It checks the position and does not open a trade if one is open. The algorithm checks the current time to make sure that a trade is valid within testing time. The algorithm will check the expiry date to see if it should trade or not. It will also not trade when the market is closed or outside the testing hours.

Damper Credit Spread

by StratzyNiftyHedgedDirectional

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

Mathematician's Credit Spread Overnight

by StratzyNiftyHedgedDirectional

Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.

Ratio-Fluxer Credit Spread Expiry

by StratzyNiftyHedgedDirectional

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.

Vacuum GRID (35% SL)

by StratzyNiftyBuyingDirectional

Uses the GRID risk management method to execute un-hedged options with deep-SL.

Settle-Down 40% TSL

by StratzyNiftyBuyingDirectional

A patient intraday strategy that focuses on quality opportunities over constant trading. Settle Down 40% is built for traders who prefer a measured approach instead of chasing every market move. Rather than reacting to every fluctuation, the strategy waits for conditions that align with its framework before taking a position. It generally participates using options slightly away from the current market price, helping balance opportunity with controlled exposure. As a trade begins to move in its favour, the strategy gradually shifts its focus from finding additional profits to protecting the gains already made. This disciplined approach helps reduce emotional decision-making and keeps the strategy focused on consistency over excitement. When market conditions don't offer a favourable setup, it is equally comfortable waiting for the next opportunity instead of forcing a trade.

Delta-Leverage Credit Spread Overnight

by StratzyNiftyHedgedDirectional

Overnight credit spreads algo that uses intraday option chain data to identify opportunities for trade placement