@Anirban
Not here for argument either
, my points are for open discussion to all.
I agree for algo minimum account size has to be 5 lakh. I think 10 lakh is better.
I understand ur concern for retail traders but risk is everywhere be it manual or algo.
Not Kolkata but nearby, I am from BBSR ,Odisha but now in overseas. If I visit Kolkata in future may be we can meet.
Yes I am interested. I will PM you,we will take it from their.
EDIT: unable to PM you as your PM not enabled.
Not here for argument either
, my points are for open discussion to all.I agree for algo minimum account size has to be 5 lakh. I think 10 lakh is better.
I understand ur concern for retail traders but risk is everywhere be it manual or algo.
Not Kolkata but nearby, I am from BBSR ,Odisha but now in overseas. If I visit Kolkata in future may be we can meet.
Yes I am interested. I will PM you,we will take it from their.
EDIT: unable to PM you as your PM not enabled.
Cash Vs. Future Bidding NFO/NSE, BFO/BSE
This is an arbitrage algo that captures the price differential between the cash and the
future segment. Based on the user-specified mandate, it will try to place the order
Future Vs. Future Bidding NFO/CDS/BFO
This is a roll-over arbitrage strategy that tries to captures the user-defined price differential
between the two future tokens. Strategy will bid for the first leg based on the price of the
second leg and the mandate specified.
Cash Vs. Future Arbitrage NFO/NSE
This is an arbitrage algorithm that tries to capture the user-defined price difference
between the cash and future segment of the same exchange.
Option Hit Model (2L3L IOC) NFO/CDS
This strategy allows users to create any 2leg/3leg combination including
straddle/strangle/butterfly etc. Orders placed are IOC orders, thereby ensuring that user’s
mandate is maintained.
2L3L bidding NFO/CDS/BFO
This strategy allows users to create any 2leg/3leg combination including
straddle/strangle/butterfly, etc. It is a bidding strategy, wherein under certain condition,
user can get more than the desired mandate.
Conrev IOC NFO/CDS
This Option strategy takes advantage of discrepancies in the value of synthetic positions or
violation of put-call parity principle. Since, the order is 3L IOC order involving one call, one
put and one futures, user is nearly certain of maintaining the said mandate.
Conrev Bid NFO/CDS
This Option strategy takes advantage of discrepancies in the value of synthetic positions or
violation of put-call parity principle. Because of bidding strategy, it will participate in the
market waiting for the opportunity. Bidding strategy under certain condition is known to
give more than the user’s desired mandate.
4L Strategy (IOC + Bid) NFO/CDS
This is a 4-Leg Strategy that allows user to create any 4 leg option combination like Condor
Strategy. Orders are placed as 3-Leg IOC + 1. In this strategy user has the choice whether to
place orders IOC based or bidding based.
Option 4L IOC Strategy NFO/CDS
This is a 4-Leg Strategy that allows user to create any 4 leg option combination like Condor
Strategy. Orders are placed as 3-Leg IOC + 1.
Future Vs. Future Arbitrage NFO/CDS/BFO
The strategy is also a rollover arbitrage strategy that will place a Spread IOC order (2-Leg),
whenever the market spread is greater or equal to the user-specified limit
Implicit Vs. Explicit Spread NFO
It is an arbitrage strategy between 2l IOC (implicit) and day spread (explicit). If the user
specified mandate is better than the market spread, a 2L IOC order is placed, on trade of
implicit, a day spread order is placed.
Implicit Vs. Explicit Bidding NFO
This is a strategy that tries to captures the user-defined price differential between the two
future tokens and the spread token. Strategy will bid for the first leg of the implicit future
(one token) based on the price of the second implicit futures token, price of the explicit
(spread) and the mandate specified.
Single Strike Bidding NFO/CDS/BFO
Single Strike bidding is the Vol. strategy wherein User trades option based on user defined
IV and hedges it in futures based on the specified delta option.
Differential Strike Hit Model NFO/CDS
This strategy is a vol-based Two-Leg Option strategy wherein the user trades two options
based on the IV/Rs Difference between two option contracts After completion of the
option trades, it will hedge in futures based on specified delta. Both options are placed as a
2-Leg IOC order.
Differential Strike Bidding NFO/CDS
This is also a Vol based two leg option strategy, wherein the user trades two options based
on the IV/Rs Difference between two option contracts After completion of the option
trades, it will hedge in futures based on specified delta. Bidding of the 1st
option can be based on the IV-Difference or Rs. Difference
Generic Pair NFO
This strategy allows user to trade in pairs for two different scrips in the same Exchange for
a given spread/ratio.
Value Neutral Pair NFO
This strategy allows user to trade in pairs for two different scrips in the same Exchange for
a given spread/ratio. This strategy ensures that the value / quantity difference between
the two scrips is as close as one another, thereby maintaining quantity/Value neutrality.
Generic Pair Stop Loss NFO
This strategy allows user to trade in pairs for two different scrips in the same Exchange for
a given spread/ratio. It is usually used for stop-loss pair orders
Market Making Strategies
Book Maker BFO This strategy allows user to stand on both sides of the book at a specified gap from the
LTP.
Value Neutral Pair Market Making NFO-BFO
This strategy allows user to stand on both sides of the book based on the price of the other
selected tokens of the pair.
Cash (BSE) Future (BFO) Market Making BSE/BFO
This strategy allows user to stand either in future/ cash scrip on both sides in a book based
on the price of the token and the mandate specified.
