Options Strategy using Algo Approach

Since start of this calendar year, we (Pasi Technologies) are working on our new development, and this is nothing but using algorithmic approach to Option Strategy Trading.

When we initiated, many brokers and other traders suggested to go via third parties, but we were keen on developing based on our own methodology, have our own IP and not to use third parties.

Most of the third parties are good in Cash or Future trading, but miserably fails when it comes to Option Strategies Algo. Very few are into Options Strategy, but at a very basic level, and are just neutralizing delta.

We  have gone through many rounds of brain storming session.  

Here are our big picture for our algo trading development:

  • Fixed variables (Rarely changes like lot size, risk per trade) 
  • Frequently changed variables
  • Scanning
  • Trade setup
  • Risk Management
  • Trade execution
  • Monitoring trade
  • Trade adjustment 
  • Exit Management


At the moment, we have successfully written codes supporting multiple strategies, following models are ready:

  • Fixed variables 
  • Frequently changed variables
  • Scanning
  • Trade setup
  • Risk Management
  • Trade execution
  • Monitoring trade
  • Trade adjustment


Now we are working on Exit Management. 

These codes are fully functional using python and independently developed. Partial version of this is also tried on windows application format.

In future, it will support all possible languages/platforms. 

For distribution (if we ever think), it will be in binary format or using Web based format.

We are starting testing phase of this and shortly will go in live environment. Initially, it will be semi-algo format (on click it will be functional).





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SEBI Registered Research Analyst Name: Santosh Kumar Karmraj Pasi

SEBI Research Analyst Registration No.: INH000009533

BSE Enlistment No.: 5554

Email: santoshpasi@yahoo.com

Telephone: +91.98202.00550

Address: Flat D-303, Akar Pinnacle, Near BMC Dattapada School,, Dattapada Road, Dattapada, Borivali (E), MUMBAI, MAHARASHTRA, 400066

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