Skip to main content

Bank Nifty - Delta Neutral - MTM Target/SL Based

 Delta Neutral strategy which I run for Monday to Wednesday is Bank Nifty Delta Neutral strategy as described by Algo test @ Algo test Delta Neutral

This strategy is running in Algo Test

Back testing details (Updated as on 1-Oct-24)



Actuals
(Started trading from 26-Jun-24)



Comments

  1. Nakul RathiAugust 5, 2024 at 1:38 AM

    Hi Arun. The Expiry strategy (point 3 above) - how do you run this - did you code it on Tradetron?

    ReplyDelete
    Replies
    1. Arun BhattAugust 7, 2024 at 3:57 PM

      I am running them on Algo Test platform

      Delete
    2. AnonymousAugust 8, 2024 at 4:02 PM

      what is the performance of these strategy 2 and 3 ?

      Delete
    3. AnonymousAugust 8, 2024 at 4:05 PM

      expiry strategy point 3 , in stockmock there are leg L1-3, and L2-3 created but are not used in flowchart any where

      Delete
  2. Hetu PatelAugust 7, 2024 at 2:58 PM

    KIndly check sENSEX strategy shown here in point 2 , joruney leg 2 of put side we should buy call after put sell SL hit ?

    ReplyDelete
  3. AnonymousSeptember 17, 2024 at 1:03 PM

    sir do you provide training? please give your contact number

    ReplyDelete

Post a Comment