Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy (2024)

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.

Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy (1)

The Bank Nifty straddle strategy, like any trading approach, demands adaptability and careful scrutiny to weather changing market conditions.

Sucheta Anchaliya

first published: Dec 13, 2023 10:23 am

Discover the latest business news, Sensex, and Nifty updates. Obtain Personal Finance insights, tax queries, and expert opinions on Moneycontrol or download the Moneycontrol App to stay updated!

`); } if (res.stay_updated) { $(".stay-updated-ajax").html(res.stay_updated); } } catch (error) { console.log('Error in video', error); } } }) }, 8000); })

Making losses on 9.20 short straddle? Backtest suggests adjustments to improve strategy (2024)
Top Articles
Latest Posts
Article information

Author: Velia Krajcik

Last Updated:

Views: 6704

Rating: 4.3 / 5 (74 voted)

Reviews: 89% of readers found this page helpful

Author information

Name: Velia Krajcik

Birthday: 1996-07-27

Address: 520 Balistreri Mount, South Armand, OR 60528

Phone: +466880739437

Job: Future Retail Associate

Hobby: Polo, Scouting, Worldbuilding, Cosplaying, Photography, Rowing, Nordic skating

Introduction: My name is Velia Krajcik, I am a handsome, clean, lucky, gleaming, magnificent, proud, glorious person who loves writing and wants to share my knowledge and understanding with you.