@quantscience_ It's not about strategy it's about when and how you deploy these option structures ( Market environment > strategy).
It's like you can't hit a Six or a homerun in every ball delivered by a bowler. You have to judge, analyze, decide and then hit it.
Same goes to the options!
Simple trading setups work best in the markets. You just need to explore them & add it to your portfolio.
All you need is 4-5 recurring setups, backtested for at least 5 years on options as well as index based testing.
Here's a new one I'll be adding from today! 😄
3 things to expect before constructing an Options portfolio :
1. Theta (time is your friend)
2. Trend following (generate your Alpha)
3. Stop & Reverse Mean reversion (keeps you in)
4. Bread & butters (captures delta & Short Vols)
5. Arbitrage ( Harvest from IV term structure)
@rakshitraii@Praveen5555500 💀 Disclaimer : we do not guarantee any profit & we are not a sebi registered analysts please backtest it before deploying any of our strategies. RISK as per your Limits!
Many people were requesting some quantified intraday trading setup for #Nifty50.
So here's one of my setup
Sell 200 points Strangle at 9:25 & Exit 3:25 when nifty closes red for 3 consecutive days.
BT : 5Yrs
Trades : 90
Win % : 80%
Max DD : 6%
ROI : 29%
@Praveen5555500
@SagarKarwa07@Ashish1Nanda@kotakneo We always prefer quality over quantity. Never use such brokers. Instead increase the expenditure but at least you have security to exit anytime.
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