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.

SkewHunter TSL

by StratzyNiftyBuyingDirectional

High risk option buying algo with a trailing stop-loss 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.

Damper Credit Spread

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.

Vacuum GRID (35% SL)

by StratzyNiftyBuyingDirectional

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

Mathematician's Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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

Delta-Ripple Credit Spread Overnight

by StratzyNiftyHedgedDirectional

The Delta-Ripple Credit Spread Overnight algorithm is designed to identify and capitalize on short-term directional movements in the NIFTY 50 index using a combination of implied volatility (IV) analysis and time series ranking. The core strategy revolves around identifying skews in the implied volatility of out-of-the-money (OTM) put and call options. The algorithm calculates an 'alpha' signal based on the relative IV of OTM puts and calls compared to at-the-money (ATM) options. This alpha is then ranked using a time-series rank to smooth the signal and identify potential trading opportunities. The algorithm leverages historical options data, calculates time to expiry, and incorporates checks for market open status and trading hours to ensure trades are executed under optimal conditions. Trades are only considered if certain time criteria with the underlying data are matched This algorithm specifically trades overnight credit spreads on the NIFTY 50 index options, aiming to profit from the decay of option premiums and directional biases. 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. The algorithm analyzes the alpha signal and, based on predefined thresholds, initiates a credit put spread (selling puts and buying further OTM puts) or a credit call spread (selling calls and buying further OTM calls). A credit spread strategy benefits from sideways or moderately directional markets, where the sold option expires worthless, allowing the trader to keep the premium received, less the cost of the long option. Stop-loss and target parameters are configurable to manage risk and potential profit.

Delta-Leverage Credit Spread Overnight

by StratzyNiftyHedgedDirectional

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