Harsh_Malhotra

Quantitative Trader| Product Manager @AlgoTest_in | Failed Founder.

[Harsh_Malhotra @quant_bandit]

I try to make complex things like — volatility, Greeks, data, Backtest, Options Trading— simple enough for the Mango Man without dumbing them down.

[Harsh_Malhotra @quant_bandit]

@crosshair_io Jab jeevan khatam hoga.... 😃

[Harsh_Malhotra @quant_bandit]

@taneja7979 @YogeshSrtrader @dhirajsinha It was not that good.. if you want to see the exact results.. you can backtest this strategy for free on @AlgoTest_in

[Harsh_Malhotra @quant_bandit]

Interesting idea from @dhirajsinha sir

Sell 20 Delta Strangle at 9:16 AM.

Exit if either leg reaches 50 Delta (30 pts SL).

We were curious, so we backtested it on NIFTY (0 & 1 DTE) with slippage, taxes & charges included.

Results were surprisingly consistent across multiple years.

Also, this is exactly why we @AlgoTest_in recently launched Delta Based SL, Target & Trail SL on AlgoTest.

Curious — how many of you manage option positions using Delta instead of premium-based SLs?

[Dhiraj Sinha @dhirajsinha]

Here's an non directional strategy and the formula for deciding the position size.
Strategy - Short strangle, sell 20 delta at 9:16 am with 30 delta SL on each leg (basically exit if a leg becomes ATM). Else exit at 3:25 pm
Win % 64, R:R 0.82
So, as per Kelly, position size is
(0.82*0.64 - 0.36)/0.82 = 0.2
So, 20% of the capital.
In the context of Nifty I will use only 20% of the margin I have to run this strategy. Approx 1 lot for 10 lacs margin.
Disclaimer- strategy is given only to illustrate position size.

[Harsh_Malhotra @quant_bandit]

Most traders think options trading = expiry day trading.

But this strategy does the exact opposite.

A fully hedged STBT setup designed for both expiry and non-expiry days.

The interesting part wasn't the strategy itself...
it was how much the results changed after adding realistic costs and optimizing DTE selection.
RT + Follow + Comment "STBT"

I'll DM you the backtest report and my key takeaways from the strategy. (Make sure to follow So I can dm you the insights)

#StockMarket #Trading #OptionsTrading #Nifty #IndianStockMarket

[Harsh_Malhotra @quant_bandit]

Most traders think options trading = expiry day trading.

But this strategy does the exact opposite.

A fully hedged STBT setup designed for both expiry and non-expiry days.

The interesting part wasn't the strategy itself...
it was how much the results changed after adding realistic costs and optimizing DTE selection.
RT + Follow + Comment "STBT"

I'll DM you the backtest report and my key takeaways from the strategy. (Make sure to follow So I can dm you the insights)

#StockMarket #Trading #OptionsTrading #Nifty #IndianStockMarket

[AlgoTest | Free Backtesting | Algo Trading India @AlgoTest_in]

SEBI-registered Research Analyst Vishal Trehan published a fully hedged STBT options strategy on RAAlgos, and we show you exactly how to trade it.

https://t.co/2LwkT21S3d

Here's what the video covers:
→ Backtesting the STBT strategy end to end
→ Applying realistic slippage, taxes & charges
→ Using DTE filters
→ Analysing yearly returns & drawdown
→ Forward testing & algo trading directly from AlgoTest

#OptionsTrading #AlgoTrading #AlgoTest #RAAlgos #NiftyOptions #SystematicTrading

[Harsh_Malhotra @quant_bandit]

@Vedagpatel @AlgoTest_in Done

[Harsh_Malhotra @quant_bandit]

0 DTE trading has changed.

The same expiry-day setups that worked a year ago don't behave the same way today.

While experimenting with different ways to manage risk, I built a Delta Neutral Nifty Expiry strategy where the entire trade is managed through Delta instead of premium.

Here's what the backtest looks like 👇
#OptionsTrading #AlgoTrading #NiftyExpiry #AlgoTest

[Harsh_Malhotra @quant_bandit]

@Vedagpatel @AlgoTest_in Can't message you please check your settings..

[Harsh_Malhotra @quant_bandit]

@YogeshSrtrader @dhirajsinha On 0 DTE and 1 DTE (Expiry day and one day before expiry)

[Harsh_Malhotra @quant_bandit]

@Risk_to_Reward @ArpitPuri8 @dhirajsinha It's on nifty, Will share the results for sensex soon...

[Harsh_Malhotra @quant_bandit]

@NefflynB Enough!! This is literally a Palace..

[Harsh_Malhotra @quant_bandit]

@sumitkbehal True 😂

[Harsh_Malhotra @quant_bandit]

@tradertheory Relatable AF!! 😄

[Harsh_Malhotra @quant_bandit]

@VinayakLahoti @dhirajsinha No, it follows the same logic in backtesting and execution...
So there will be no inconsistency in results..

[Harsh_Malhotra @quant_bandit]

Slippages are already included in the results.
You may opt for broker who doesn't charge brokerage..
The whole point of algo trading is, let the system do it's thing...
Don't interrupt it..
And it's just an starting point on how you can use delta for risk management. You can further optimize it..

[Harsh_Malhotra @quant_bandit]

@thetimesofyash @AlgoTest_in Done 👍

[Harsh_Malhotra @quant_bandit]

Find Something you love and let it Kill you..

[Harsh_Malhotra @quant_bandit]

@thetimesofyash @AlgoTest_in Can't message you please check your settings.

[Harsh_Malhotra @quant_bandit]

@vardhanshah @AlgoTest_in Shared, Please check your dm

[Harsh_Malhotra @quant_bandit]

@abhitrek @AlgoTest_in Please check your privacy settings, Can't message you