Intraday Short Straddle Strategy Backtest in Python | Bank Nifty Options Strategy | QuantInsti
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Intraday Short Straddle Strategy Backtest in Python | Bank Nifty Options Strategy | QuantInsti
Thoughtful quant research often starts with a simple surprise in the data. Mohak Pachisia’s analysis of an intraday short straddle highlights an important insight: the losses were not random. They showed up more often in trending conditions and early in the trading session. A useful lesson for anyone thinking seriously about options strategy ...
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