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Start trading with algos built for small capital
Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.
Invest in top sectoral ETFs.
Filters out highly volatile stocks that can go up on a weekly timeframe
Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.
Uses the GRID risk management method to execute burst un-hedged options.
Uses the fixed risk-reward method to execute burst un-hedged options.
Algos designed for growing portfolios
Filters out stocks that have given golden crossovers and can thus go up on a monthly timeframe.
Filters stocks that are at important psychological levels and can give breakouts on a monthly timeframe.
Diversified strategies for mid-size capital
Utilizing the principles of Viscocity score, this algorithm identifies and executes optimal over-night credit spread trades with precision.
Utilizing the principles of Drift mechanics, this algorithm identifies and executes optimal overnight credit spread trades with precision.
Advanced algos tailored for large investors
Executes overnight short strangles that capitalizes on a drop in implied volatility.
Carries the short strangle from one expiry to next, aiming for complete premium decay.
Overnight short straddle algo using the Rangetrap mechanics
Overnight Short Straddle based on the Kurtosis principle.
Overnight Short Straddle strategy based on the Lattice theory.
Executed overnight short straddles using the volatility and mean-reversion mechanics.