Strategy description

Company Expertise

We are a team of experienced professionals spanning data science, financial analysis, chartered accountancy, product management, and technology. Our core expertise lies in using data-driven decision-making to build algorithmic strategies in index and commodity derivatives. We cater to large clients and proprietary desks and are now extending the same proven strategies to Tradetron users.

Leadership Excellence

Our leadership team brings 18+ years of experience each from globally recognized institutions such as Edelweiss, IIFL Wealth, Amazon, and Procter & Gamble. With foundations in top-tier academic and professional backgrounds, we combine corporate rigor with entrepreneurial conviction. We have invested significant personal capital in these strategies — our primary source of income — ensuring complete alignment of interests with our clients and demonstrating true skin in the game.

Strategy Philosophy

We design and deploy a suite of non-correlated strategies validated through extensive historical research and live market performance. Each strategy undergoes an iterative development process:

1. Conceptualisation
2. Building
3. Back-testing & Simulation
4. Live Deployment in Founders’ Accounts (3–6 months)
5. Client Deployment

This approach ensures robustness beyond back-testing and builds confidence through consistent real-world performance.

Our Methodology Combines:

1. Machine learning algorithms for continuous market condition analysis
2. Non-correlated strategy development derived from extensive historical market data analysis
3. Fully automated execution systems eliminating human emotional bias
4. Real-time risk management with dynamic position adjustment capabilities

Strategy Characteristics

Brief Description About Strategy

The strategy initiates option selling after 9:20 AM once key technical conditions such as proprietary indicators, overnight market movement, and volatility index (VIX) confirm a favorable setup. The system may re-enter trades after defined profit/loss thresholds, resulting in multiple trading counters within a single day. Note: This model is not suitable for accounts with high per-order brokerage or fixed brokerage plans.

Live Shared Code

22275e0e-874c-42a0-9f6a-e6951db91233

Risk Disclosure on Derivatives

1. 9 out of 10 individual traders in the equity Futures and Options segment incur net losses.
2. On average, loss-makers registered a net trading loss close to ₹50,000.
3. Over and above the losses, traders spent an additional 28% of losses as transaction costs.
4. Those who made profits incurred between 15% to 50% of such profits as transaction costs.

Happy to Connect

• Email: [email protected]
• Telegram: t.me/DataSciencePartners / @DataSciencePartners