Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.
Uses the GRID risk management method to execute burst un-hedged options.
Uses the fixed risk-reward method to execute burst un-hedged options.
Uses the GRID risk management method to execute un-hedged options with deep-SL.
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.