Objective
This is an intraday options buying strategy traded on the hedged option strangles on weekly expiry. We will be buying a call strangle or put strangle based on momentum signals based on market conditions.
Investment Strategy and Approach
This is a good strategy for retail to run algos on small capital. This is a highly leveraged option buying strategy that takes can earn a good return month on month on the capital deployed.
Universe | Nifty Banknifty Weekly Options |
Holding Period | Intraday square off |
Exposure | Hedged strategies on index options |
Leverage | As per exchange ~5X |
Turnover | 100% a day |
Risk Management | This is a highly leveraged options buying strategy. We do not recommend anyone who does not have an understanding of derivatives and options and the risk associated with them to use this. |
Backtested Performance
Find more on our website: https://www.wrightresearch.in/portfolio/option_buying/
How to invest?
10. We will post a invoice to you at the end of the month based on the profit the strategy generated in the month.