Mathematical & Statistical
Algorithmic Options Trading Models
At Algorum we study Options in Indian Capital Markets from a mathematical and statistical perspective and build algorithmic trading models that analyze and derive optimal option strikes with premiums based on various model parameters.
Our goal is to build algorithmic trading models that assist options traders in their options trading journey with much more confidence on the trading positions that have mathematically and statistically defined MTM (Marked To Market) range.
We are starting with a couple of models, with more models in works in our R&D lab. Below are our model details.
We have built an app (https://app.algorum.in) that you can use to simulate our models on live data.
Plutus BankNifty
Algorum Plutus BankNifty model takes advantage of the fact that Nifty Bank (BankNifty) and Nifty Fin Service (FinNifty) are highly correlated indices (almost 95%). It then applies our unique mathematical model and finds optimal option strikes with optimal premiums that have mathematically provable 1:3 risk:reward ratio.
Plutus Nifty
Algorum Plutus Nifty model takes advantage of the fact that Nifty 50 (Nifty) and Nifty Fin Service (FinNifty) are highly correlated indices (almost 85%). It then applies our unique mathematical model and finds optimal option strikes with optimal premiums that have mathematically provable 1:3 risk:reward ratio.
How to use Algorum models?
Just click on any "Get Started" button. This will take you into Algorum app where you can find our models. You can select a model and run it with your parameters and it will simulate the model positions with identified option strikes and premiums of the model's instruments with live data.