created : 1 year ago| |  live deployment: 0

created : 1 year ago |  live deployment: 0

Minesweeper N v2

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Strategy description

Delta Neutral Straddles... Sells 10 lots of short straddles and based on market movements, CE/PE legs get adjusted to make the positions delta neutral and earn volatility. 

To reduce the margin, you may buy far OTM hedges to make overall ROI better.