ORTHOGONAL ( /ôrˈTHäÉ¡É™nl/) - statistically independent
ORTHOGONAL is a multi-strategy portfolio that is built with strategies that covers a variety of trading edges and styles. It combines a few of our already existing algos.
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DYNAMIC - It is our flagship Trend-Following model that trades on NIFTY and BANKNIFTY using Futures or Synthetic Futures. This algo holds overnight positions.
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QUICK SINGLES - This strategy trades "High Probability - Low Frequency" signals on NIFTY and BANKNIFTY using Long Options. This algo holds overnight positions.
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VOL HARVEST (v1 & v2) - Vol Harvest range is our suite of Intraday Option Selling algos that aims to capture theta/volatility decay on an Intraday Basis. These can trade both NIFTY or BANKNIFTY Straddles/Strangles/ Other Spreads.
DAYLIGHT - Day Light is an intraday strategy that trades breakouts in BankNifty on an Intraday Basis. The strategy derives its name from the fact that there are no positions taken overnight.
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Other Option Selling + Buying Algos - Orthogonal also implements additional 4-6 Option Selling+Buying Intraday Algos that have not been offered before by DECIBEL CAPTIAL. All these are intraday algos that offer diversification in the style of Volatility Harvesting. They form part of our suite of VOL HARVEST Algos.
Capital Requirement
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This portfolio of strategies require a total combined capital of 20,00,000/- or 20 Lakhs to trade.
Back Testing
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Time Period: Jan'18 to Mar'22
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Costs: Included Slippages & Brokerage Costs
Instrument: Index - NIFTY and BANKNIFTY
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Position Sizing : Constant - No Compounding assumed
AUTOMATED TRADING - D.I.C.E.
D.I.C.E. - Decibel's Intelligent Computation & Execution
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The access to this algo is currently limited to ZeroDha users. You can submit a request to be on-boarded on the DICE platform by clicking the below button. You will need to submit API details to enable the trading.
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Fees: 20% of high water mark net P/L after deducting brokerage, STT and other expenses.
Disclaimer: As with anything in trading, there is no guarantee that such signals will continue to present themselves profitably in future. Statistical patterns from past may deteriorate in future. Past performance is not indicative of future performance. Nonetheless, we keep a track of the performance of each signal and will replace/improve them with time based on their performance.