Intraday BankNifty Short Straddle: The Python Setup #algorithmictrading #quantinsti #quanttrading
About this lesson
Most people think about intraday straddles. Few actually test them. Here is the setup: entry at 9:20 AM, exit at 3:15 PM, strike step 100 for BankNifty. Filter the options chain at the exact entry timestamp. 9,074 clean entry snapshots. No overnight exposure. This is what a pure intraday short volatility backtest looks like. Not theory. Actual code. Actual data. Actual results. Want to build and backtest options strategies in Python? Explore EPAT, the algorithmic trading programme built for active traders: https://www.quantinsti.com/epat #OptionsTrading #BankNifty #ShortStraddle #PythonTrading #AlgorithmicTrading #QuantTrading #OptionsBacktest #QuantInsti #IntraydayTrading
Original Description
Most people think about intraday straddles. Few actually test them.
Here is the setup: entry at 9:20 AM, exit at 3:15 PM, strike step 100 for BankNifty.
Filter the options chain at the exact entry timestamp.
9,074 clean entry snapshots.
No overnight exposure.
This is what a pure intraday short volatility backtest looks like.
Not theory. Actual code. Actual data. Actual results.
Want to build and backtest options strategies in Python?
Explore EPAT, the algorithmic trading programme built for active traders:
https://www.quantinsti.com/epat
#OptionsTrading #BankNifty #ShortStraddle #PythonTrading #AlgorithmicTrading #QuantTrading #OptionsBacktest #QuantInsti #IntraydayTrading
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