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Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

The 9.20 short options straddle has gained popularity among algorithmic traders for executing simultaneous call and put options plays on the Bank Nifty index. However, a backtest performance study shows periods of significant drawdowns in the recent years. Read More… Read More »Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

The 9.20 short options straddle has gained popularity among algorithmic traders for executing simultaneous call and put options plays on the Bank Nifty index. However, a backtest performance study shows periods of significant drawdowns in the recent years. Read More… Read More »Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy

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