GENERATE ALPHA RETURNS

Investor Teaser
About StrategyOne
Proprietary Trading & SaaS provider for Automated Trading Systems
HQ: Gurgaon, India
Proprietary trading firm, built by traders with a combined experience of 35+ years of trading in the
Indian and global financial markets
• Our trading systems are fully automated and executed across NSE, BSE and MCX
• We develop systems for HNIs, other proprietary desks and family offices
• Our AUM is INR 100+ crore across 40+ strategies

SaaS Solution for Automated Trading

• Automated monitoring of trading systems across 800 deployments
• Trading system development across multiple platforms and exchanges
Our Trading Approach
➢ Proprietary, scalable Systems, focused on mature indices & expiries
➢ Balance of quant and technical based Systems
➢ Focus on re-using capital on an intraday basis with MCX strategies to generate alpha without
overnight risk
➢ Data-based decision Systems with dynamic SLs & targets
➢ Portfolios built with Systems having strong historical performances
➢ Reliance on both forward as well as backward testing for developing new systems
Our Risk Management Approach
➢ We design portfolios with a combination of low correlated strategies to provide a smoother
equity curve
➢ We diversify the delta risk by allocating a small portion of the portfolio in long gamma &
directional spread systems
➢ Our portfolios are well diversified across instruments, systems and expiries to reduce portfolio
concentration
➢ Time diversification is built in systems via extensive wait and trade methodologies, instead of a
fixed time for entering the market
➢ Overnight risk management is done via a combination of directionals & non-directional
systems, with dynamic hedges to prevent against black swan events
Option Trading Algorithms
➢ Option trading algorithms offer a powerful tool for enhancing portfolio protection.
➢ They work like insurance selling - The capital required is higher, premium is lower and
payout is high, but the probability of payout is lower.
➢ Like any insurance company, to manage its risk, Option sellers have to have a portfolio of
products (strategies) with different risk payouts and targeting different markets
(segments/instruments)
➢ Algorithms can provide more accurate and timely trading decisions compared to human
traders, with coded rules and risk reward decided at the time of entry
➢ Algorithms take out the single most arbitrary factor in trading and investment – emotion
➢ Our algorithms are 100% automated and don’t require any manual monitoring or action
from users
 Option Strategies as a Portfolio Hedge
➢Option Selling Algorithms can be executed without any additional capital, by pledging existing Stocks,
Mutual Funds or FDs with the exchange via select brokers.
➢ Pledging provides additional trading capital at 80-90% of the pledge value of the investment, with
which additional returns can be generated via option selling strategies
➢ Unlike other passive/long term investments, options strategies provide opportunities to short the
markets in downturns, or add additional longs in a upturn, as well as gain from stagnating markets
➢ Option Strategies along with a rule based portfolio generate an alpha returns for users across market
conditions
➢ These strategies run on users broker account and hence are fully secure for the users as the
investment and trade is all carried in the account of the users, which is connected with our systems via
Broker API
➢ Overall, option trading algorithms offer a systematic and efficient approach to portfolio protection and
risk management.
Exhibit A – Vanila Investing
➢ Returns from Investment into
different broad based indices since
Jan 22 are reflective of market
returns
➢ No trading costs have been
considered as it is assumed that the
investments are already made and
not exited during the period
➢Nifty Bank, Nifty Next 50 have
outperformed other indexes with
20%+ gain
➢Nifty Infra is flat, Nifty IT is down
20%
Exhibit B – Option Selling Bot
➢ TDSP is an intraday and
positional option selling bot on
Nifty Bank and Nifty Indices
➢ Returns are net of trading costs
and exchange fees with our
exclusive brokerage plans from
our selected brokers
➢ Returns are on 100% allocation
of capital to the strategy, we have
40 other models to diversify the
risk and reward
Exhibit C – Vanila + Option Selling Bot
➢ Bot returns considered as 70%
of actual returns to accommodate
pledge hair cut (20%) and
drawdown buffer (10%)
➢Combined with our Bot, Nifty IT
returns are +ve 18% instead of
-ve 20%
➢ Other indices – Nifty 50, Nifty
Bank, Nifty IT and Nifty Next 50
returns have become 2x-3x
➢ Drawdowns have been covered
by option selling bots giving a
alpha returns across portfolio

For detailed article please refer here

Our Team
35+ Years Experience in Equities & Commodities 10+ member Team with Stability of
Experience and Exuberance of Youth

• Vishal Warrialani – CEO

• Ankur Kedia – Business Development
Strong Education Pedigree
• Vikrant Singh Solanki – Operations
• Prasad Khode – Technology
• Samit Sathapaty – Marketing
Strong Associations & Collaborations
• Vijay Verma – Client Servicing
 Reach Us
• Our Website – www.strategyonealgo.com

• For any business partnerships, reach out to

• Vishal Warrialani (+91 9650 10 8177 / vishal@strategyonealgo.com), or
• Ankur Kedia (+91 9999 89 0224 / ankur@strategyonealgo.com)

© StrategyOne Algo 2023

Disclaimer
We are not registered with SEBI and are not authorized to provide any financial advice. The results of our strategies are purely based on index movements and in no way are guaranteed. Past performance does not guarantee future performance. Please understand the risks involved in Derivatives Trading before
deploying your capital. While the strategies have a pre-defined stop loss mechanism, the capital remains at a risk of loss. We are not responsible for any losses incurred either due to market movements or due to any form of technical glitches.