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 in building algorithmic strategies in index and commodity derivatives. We cater to large clients and prop desks, now extending the same strategies to Tradetron users.

Leadership Excellence

We bring 18+ years of experience each from leading global institutions including Edelweiss, IIFL Wealth, Amazon, and Procter & Gamble. With a foundation in top-tier academic and professional backgrounds, we combine corporate rigor with entrepreneurial conviction. Importantly, we have invested significant capital in these strategies — our prime source of earning — 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. We follow an iterative process for every strategy:

1. Conceptualisation
2. Building
3. Back-testing and simulation
4. Live deployment in Founders’ accounts for 3–6 months
5. Client deployment

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

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

1. Instrument: Nifty Options
2. Daily Counters: 2–4
3. Trades per Day: 15–20
4. Capital Requirement: ₹7,50,000 (non-expiry), ₹9,90,000 (expiry days)
5. Approach: Options selling, intraday only
6. Order Type: MIS

Brief Description About Strategy

The strategy initiates option selling post-9:20 AM once key technical conditions (Proprietary indicators, overnight market movement, VIX) are satisfied. It may re-enter positions after defined profit/loss levels, leading to several counters within a day. The model is less suitable for accounts with high brokerage charges or per-order brokerage models.

Live Shared Code

8406771f-8c84-4a67-8714-2bffb029efb7

Risk Disclosure on Derivatives

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

Happy to Connect

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