Strategy description

Strategy Description

The Gamma Manager (TGM) is a systematic, Positional short-gamma options selling strategy built on a fully rules-based, quant-driven execution framework. The strategy is designed to harvest positional theta while actively managing gamma exposure, dynamically adapting to changing market conditions. It integrates options Greeks—particularly gamma and delta—along with momentum indicators and range-based breakout logic to detect volatility expansion, regime shifts, and adverse price acceleration. Risk is continuously reassessed, and intraday adjustments are triggered through predefined quantitative rules, ensuring disciplined gamma control and eliminating discretionary bias.

Key Strategy Insights

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• Capital Required: ₹10,00,000
  Entry Day: Any Day other than expiry day
• Entry Time: Any
• Exit Time: Between 2:56 PM and 3:06 PM
• Target: Open
• Stop Loss: 25000-40000
• Average Number of Trades: 18 to 20 trades per Week
• Instrument Traded: NIFTY Options
• Type: Positional (Hedged)

Execution & Risk Framework

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• Fully automated, rule-based execution with no discretionary intervention

• Dynamic intraday adjustments based on: 

1. Momentum and volatility shifts
2. Range expansion and breakout signals
3. Options Greeks sensitivity
4. Designed to actively manage exposure throughout the trading session

Disclaimer:

Trading in derivatives involves substantial risk and may result in partial or complete loss of capital. Users are solely responsible for their trading decisions and risk management.

We are not SEBI-registered investment advisors or portfolio managers. Please consult a qualified financial advisor and conduct independent due diligence before deploying this strategy. Historical or simulated performance is not indicative of future results.

Users are advised not to modify capital allocation or multipliers based solely on short-term performance. Although the strategy is fully automated, continuous monitoring of both the Tradetron platform and the connected trading account is strongly recommended to ensure operational integrity.

Customer Support:

1. Email: [email protected]