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 prop desks, and are now extending the same strategies to Tradetron users.

Leadership Excellence

Our leadership team brings 18+ years of experience each from leading global institutions such as Edelweiss, IIFL Wealth, Amazon, and Procter & Gamble. With a foundation in top-tier academic and professional backgrounds, we combine corporate rigor with entrepreneurial conviction. We have also invested significant personal capital in these strategies—our prime source of earnings—ensuring complete alignment of interests with our clients and 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. Our iterative process ensures real-world robustness and reliability:

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

This structured approach ensures each strategy performs beyond back-testing and delivers consistent, verified live results.

Our Methodology Combines:

1. Machine learning algorithms for continuous market condition analysis
2. Development of non-correlated strategies based on extensive historical data
3. Fully automated execution systems to eliminate human emotional bias
4. Real-time risk management with dynamic position adjustments

Strategy Characteristics

Brief Description About Strategy

1. The strategy initiates option selling post-9:20 AM once key technical conditions such as proprietary indicators, overnight market movement, and volatility index (VIX) are satisfied.
2. The model may re-enter positions after achieving defined profit/loss levels, resulting in multiple trading counters during the day. This strategy is less suitable for accounts with high brokerage costs or per-order brokerage structures.

Live Shared Code

a2e008d6-72b7-4700-a34e-1f85355fc2a6

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 losses, loss-makers spent an additional 28% of losses as transaction costs.
4. Profit-makers incurred between 15% to 50% of their profits as transaction costs.

Happy to Connect

• Email: [email protected]
• Telegram: @DataSciencePartners