Theta Harvest
BalancedSells weekly index option strangles with delta-triggered adjustments and a hard stop at 2× credit. Harvests time decay while the risk engine caps the tail.
Algo Store · Developer preview
A curated shelf of algo strategies for Indian markets — filtered by instrument, style, capital and risk. Every strategy backtests on the paper venue before a single rupee moves. Select, test, deploy.
Find your fit
Preview shelf
Every preview strategy is white-box: the logic is documented, replicable and yours to inspect before you run it. Backtests run on the paper venue — try them yourself.
Sells weekly index option strangles with delta-triggered adjustments and a hard stop at 2× credit. Harvests time decay while the risk engine caps the tail.
Defined-risk iron condors on monthly index expiries. Maximum loss is known at entry; wings widen automatically in high-volatility regimes.
Intraday equity momentum: enters top movers on volume breakouts, trails a stop through the session, and squares off before close — every day, no overnight risk.
Multi-day swing positions in liquid large-caps, entered on trend confirmation and exited on structure break. Uses GTT forever orders so exits rest at the venue.
Buys index options on volatility expansion signals with strict per-trade risk of 1% of capital. Small, frequent, asymmetric bets — losses clipped, winners run.
Long-term equity accumulation: staggered buying in quality names on drawdowns, rebalanced quarterly. The slowest algo on the shelf — deliberately.
Preview strategies run against the paper venue's synthetic market data. No live performance figures are shown because none exist yet — when live trading ships, every listed strategy will carry real, audited track records. We won't show you numbers we can't stand behind.
The path
Filter by instrument, style, capital and risk. Read the full logic — every preview strategy is white-box.
Run it against the sandbox with ₹10,00,000 of practice capital. Watch fills, drawdowns and margin use in real time.
Set loss limits and P&L exits. The kill switch and daily caps run server-side — the strategy can't out-run its leash.
Exchange connectivity arrives behind the same API. Your tested strategy, its algo ID and its limits carry over unchanged.
One subscription, several uncorrelated strategies with fixed allocations — an options seller, a trend follower and a slow compounder pulling in different directions, so no single market mood decides your month.
For strategy creators
When the store opens for third-party strategies, creators onboard under the SEBI framework: exchange empanelment, algo IDs for every order, full fee disclosure — and Research Analyst registration for black-box strategies. If you're building now, build against the sandbox; the compliance rails are already in the plain-words SEBI guide.