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Showing posts from October, 2024

Expiry day Straddle - All indexes - Adjustment based

Expiry day journey strategy which is run on the all the index options on their expiry day except for Mid Cap Nifty ->  Expiry day Journey strategy . As MTM swing is huge for this, I am executing with less lots (2).  These strategies are running in Algo Test Back Testing for Bankex Expiry day (Updated as of 9-Aug-24) Back testing for Fin Nifty Expiry day (Updated as of 9-Aug-24) Back Testing for Bank Nifty Expiry day (Updated as of 9-Aug-24) Back Testing for Nifty Expiry day (Updated as of 9-Aug-24) Back testing for Sensex Expiry day (Updated as of 9-Aug-24)

Sensex Journey 1DTX and 0 DTX

Sensex Journey strategy on Thu/Fri as detailed out by Stock Mock @  Stock Mock Sensex Journey This strategy is running in Algo Test Back Testing Details (Updated as of 30-Sep-24) 1DTX (Thursdays) Actuals (Started trading from 4-Jul-24) 0DTX (Fridays) Actuals (Started trading from 5-Jul-24)