Overview

Overnight Short Straddle based on the Kurtosis principle.

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. This strategy places straddles based on kurtosis skew.

Backtested Results

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Backtesting results are based on past data. Historical data does not guarantee future results.

Key Parameters

Drawdown

Risk : Reward

Frequency of trade

Risk

This algo is managed by...

Stratzy

INH000009180 SEBI registered algo provider

Algos in market24

Active since5 Years

Deployed by12.5K users

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Single Kurtosis Straddle

Overview

Backtesting results are based on past data. Historical data does not guarantee future results.