created : 11 months ago| | live deployment: 2
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
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.