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Capital-preserving algos with steady returns
Invest in top sectoral ETFs.
Balanced algos with risk-reward in check
Creates a stock basket of un-correlated stocks that can go up on a weekly timeframe.
Daily strangle algo.
Filters out highly volatile stocks that can go up on a weekly timeframe
Filters stocks that are at important psychological levels and can give breakouts on a monthly timeframe.
Filters out stocks that have given golden crossovers and can thus go up on a monthly timeframe.
A short straddle is an options strategy that involves selling both a call and a put option with the same strike price and expiration date.
Aggressive trades with strategic protection
High risk-high reward algos for brave traders
Overnight Short Straddle based on the Kurtosis principle.
Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.
Utilizing the principles of Hamiltonian mechanics, this algorithm identifies and executes optimal credit spread trades with precision.
Overnight Short Straddle strategy based on the Lattice theory.
Carry-forwards far expiry options in Strangle set-ups.
Utilizing the principles of Drift mechanics, this algorithm identifies and executes optimal overnight credit spread trades with precision.