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created : 7 months ago| |  live deployment: 1

created : 7 months ago |  live deployment: 1

The Wall

by:  QCALPHA

SD

Strategy description

Short Volatility 

Hedged Overnight



The SOLVERS platform (ShOrt & Long Volatility Enhanced Returns System) runs non-directional short option trades to extract the volatility premium. 


The WALL strategy takes short options positions on a positional basis for Nifty & BankNifty. The trade positions are completely hedged overnight. 


The strategy trades on Nifty & BankNifty Current Weekly Expiry options.


For detailed backtests, do get in touch with us. 


System Capital Requirements (1X Multiplier):

Trading Capital:  4L including Margin for trades + Risk Drawdown

Broker Note:
This strategy buys OTM options as hedges when in short ATM straddle trades. This does not work with Zerodha, Aliceblue or brokers who will not allow buying OTM options. 

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