Overview

Uses the GRID risk management method to execute un-hedged options with deep-SL.

This algorithm trades NIFTY options using quantum mechanics-inspired calculations. It processes 1-minute data for ATM, ITM, and OTM options, calculating implied volatility and using time-series regression analysis. The strategy generates buy signals for calls when alpha > 0.8 with positive IV skew, or puts when alpha < 0.2 with negative IV skew, while considering volume ratios and energy stability metrics derived from Hamiltonian operators and wave functions. ## Risk Management The algorithm implements strict risk controls: 30% position sizing per trade, price filters (₹20-200 range only), 35% stop loss, three-tier profit targets at 28%/56%/84%, single position limit (no overlapping trades), and market hours restriction (10:15 AM - 2:15 PM). It also validates data freshness (within 3 minutes) before execution to ensure trades are based on current market conditions.

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

Key Parameters

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Drawdown

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Risk : Reward

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high Risk

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This algo is managed by...

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Stratzy

INH000009180 SEBI registered algo provider

Algos in market
Algos in market24
Active since
Active since5 Years
Deployed by
Deployed by12.5K users

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