Powered by Smartsearch
9 Algos
Executes overnight short strangles that capitalizes on a drop in implied volatility.
Un-hedged options buying (high-risk) algo with low-accuracy but good risk-reward.
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.
Carries the short strangle from one expiry to next, aiming for complete premium decay.
Overnight short straddle algo using the Rangetrap mechanics
Invest in top sectoral ETFs.
Overnight Short Straddle based on the Kurtosis principle.