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Utilizing the principles of Viscocity score, this algorithm identifies and executes optimal over-night credit spread trades with precision.
Carries the short strangle from one expiry to next, aiming for complete premium decay.
Invest in top sectoral ETFs.
Overnight Short Straddle based on the Kurtosis principle.
Fast-paced algos for daily stock movements
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Directional option algos with high conviction
Premium-earning strategies for option sellers
Protected payoff structures for safer trades
Smart, steady algos for long-term equity gains
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