Accelerate wealth creation with NSE-Approved Algorithms

Higher capital allows for diversification across negatively correlated algorithms. The ideal basket size is ₹10cr to run all algorithms with equal weight of ₹2cr for the smoothest P&L curve.
Each algorithm itself is a stable & diversified basket of 8+ variations of 10+ alphas. To run a single algorithm, the minimum margin required for intraday algorithms is ₹1cr & for overnight algorithms it is ₹2cr.

Yes, all our algorithms are fully automated. Once configured, they execute trades automatically based on real-time monitoring of predefined rules, risk parameters & ML-insights.

You can observe trades in real-time and monitor periodic performance through P&L reports on your demat account login. We have experienced that users who do not monitor make significantly better returns and hence, strongly encourage tracking less than once in 3-6 months.

We trade index derivatives in NSE & BSE. Our expertise is building strategies that are optimized for index option selling and currently include Nifty, Sensex and Bank Nifty options.

We are a risk-first firm enabled by technology. We invest heavily for enabling parallel, multiple layers of risk management. These include real-time monitoring & predictions of predefined risk-limits in position sizing, leg stoploss, strategy stoploss & user stoploss.
We manage risk with sub‑100ms exit monitoring, >99.99% uptime, and three parallel services that continuously monitor and trigger exits.

No, we do not offer any customization of the trading strategies.

Our algorithms are statistically optimised and rigorously back-tested over years of market data to deliver the best possible risk-adjusted performance. Any modification or customisation would compromise their edge and consistency, therefore all strategies run exactly as designed.

12 months. All our algorithms are mean-reverting, and will take minimum of a year to deliver results. A year enables us to take over 10,000 strategy trades which ensures results start tending towards our long term averages. 12 months is the minimum mental lock-in we expect our clients to stick to.

Disclaimer: Trading in derivatives involves substantial risk of loss, including the possibility of losing more than the initial capital.

Our live, audited track record since June 2022 demonstrates consistent & double-digit% alpha generation for every algorithm, and in every rolling 12-month period (pre-tax). This performance represents pure alpha, over and above underlying market returns & existing long term investments in mutual funds/stocks/SGBs/Silverbees etc.

Please note:
• Historical track record does not indicate or predict future results.
• Returns can be negative in abnormal market conditions like Jane Street activity & market manipulation.
• Mental lock-in of 12 months is required to experience full cycle of mean-reverting algo returns.
• Actual returns vary depending on broker infrastructure, market regime, algorithm deployed, capital allocation, and trading costs.

Our algorithms differ by being institutional‑grade in robustness and scalability while remaining simple to deploy across indices and large capital bases.

Key differentiators:
1. Diversified, negatively correlated stack
Algorithms are designed so that daily returns and drawdowns across strategies are negatively correlated over different periods, aiming to smooth the overall equity curve and reduce portfolio‑level volatility. This improves risk‑adjusted returns and reduce tail & black swan event risk. ​

2. Minimal curve‑fitting, proven live performance
Overfitting risk is common in most backtest‑only offerings. Our algorithms have traded live for more than three years, which is materially stronger evidence than typical short backtests or paper trading commonly used in the market. ​​

3. Robust, stable codebase & logics since 3+ years
The code for our oldest algorithm has remained unchanged for over three years, indicating that edge comes from underlying market behavior rather than constant parameter tinkering. This stability also reduces operational bugs and model drift that arise when strategies are frequently re‑optimized or rewritten. ​

4. Parameter‑invariance, multi‑index coverage
The same strategy logic and parameters run on Nifty, Bank Nifty, FinNifty, Midcap Nifty, Sensex and Bankex without per‑symbol optimization, which is rare because most commercial algos are index‑ or stock‑specific and heavily tuned or curve fitted. We reject all strategies that work only on a single index. This parameter invariance is a strong robustness signal: our strategy works across instruments and market regimes. ​

​ 5. Designed for large single‑client capital
Intra- and Inter-Algorithms design, RMS and execution architecture are explicitly designed to comfortably handle 25 cr+ from a single client, addressing slippage, liquidity, and capacity constraints that many retail‑focused algos ignore. This includes attention to alpha diversification, order slicing, algo mix, and low latency risk monitoring with high service levels.
Returns and risk profile improves initially till 10cr is deployed as we diversify across our algorithms, and then stays consistent as capital scales. ​

6. Skin in the game: we are our largest clients
We are also our largest client, which means every strategy, risk rule, and infrastructure change is always tested first on our own capital before being offered to our clients. When the algorithms run, orders are fired in parallel in both our proprietary account and client accounts, ensuring identical execution quality and alignment of interests.

Pledge margin is interest-free and the amount you can get depends on the type of security you hold. Different instruments provide varying levels of margin:

Instrument	Margin %	Type
SGB, RBI Bonds, Gilt Funds	~90%	Cash Equivalent
Equity	~90%	Non-Cash
Nifty 50 Stocks	80-85%	Non-Cash
Futures Stocks	75-80%	Non-Cash
Small Caps	0-60%	-

Cash equivalent margin includes instruments like SGB, RBI bonds, and Gilt funds, while non-cash margin includes equity, market-linked, and arbitrage funds.

Reach out to us to evaluate your portfolio for interest-free margin that can be generated to trade on our algorithms.

It depends on a case-to-case basis, as regulations are specific and application of the regulations differs for every individual's circumstances. If you are an NRI, reach out to us to discuss possible structures for working together.