Algos by

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.

SkewHunter

by StratzyNiftyBuyingDirectional

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

Zen 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.

Curvature Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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

SkewHunter TSL

by StratzyNiftyBuyingDirectional

High risk option buying algo with a trailing stop-loss that carries trade till end-of-day.

Damper Credit Spread

by StratzyNiftyHedgedDirectional

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

Vacuum GRID (35% SL)

by StratzyNiftyBuyingDirectional

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

Convex Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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

Delta-Leverage Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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

Settle-Down 40% TSL

by StratzyNiftyBuyingDirectional

For traders who prefer a calmer approach to intraday trading. Settle Down 40% looks for opportunities during the middle part of the trading day without committing a large portion of capital. It typically trades options slightly away from the current market price and focuses on protecting profits as trades move in the right direction. Key Highlights: Trading Window: 10:15 AM to 2:15 PM Capital Usage: Up to 15% of allocated capital per trade Instrument: Typically trades options slightly away from the current market price (usually around 100 points OTM) Stop-Loss: 40% from the strategy's entry level, with profit-locking protection At +120% profit → Stop-loss moves to Cost At +160% profit → Locks in +40% At +200% profit → Locks in +80% Exit: 3:00 PM or stop-loss hit Daily Guardrail: Stops after 2 losing signals Expiry Rule: Takes only 1 trade on expiry day

Mathematician's Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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