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Algo trading, explained by the people who write the code.

No tips, no signals, no course. These are working notes on how systematic strategies for NIFTY and SENSEX options are actually designed, tested and run, including the parts that usually get left out of the pitch.

Updated August 2026 India, index derivatives Engineering, not advice
Start here

If you own a long-term equity portfolio and want to understand how its idle pledged margin can fund a systematic options strategy, read pledged margin first, then NIFTY algo strategies. If you are evaluating someone else's backtest, go straight to honest backtesting.

The guides

Strategy NIFTY algo strategies explained The families of systematic strategy that actually run on NIFTY options, what edge each one is claiming, and how they fail. Ground rules Algo trading in India What is permitted, what a broker API can and cannot do, where SEBI registration matters, and what it costs to run. Capital Pledged margin for algo trading How pledging releases interest-free margin against holdings you keep, what the haircut costs you, and the risk you take on. Instrument 0 DTE and 1 DTE options Why expiry-day options behave differently, what removing overnight risk really buys, and where the danger moves to instead. Validation Backtesting that tells the truth Slippage, statutory charges, expiry calendars, survivorship and walk-forward testing. How to spot a backtest that is lying. Measurement What is a good Sharpe ratio? Reference points from bank deposits to hedge funds, why return alone tells you nothing, and how Sharpe gets inflated. Instrument SENSEX options algo trading How BSE's SENSEX contract differs from NIFTY in liquidity, lot size and expiry, and why running both diversifies.
Before you read any of it

QuantNifty is an algorithm development and consulting firm. We are not a SEBI-registered Research Analyst, Investment Adviser, Portfolio Manager or Broker. Nothing in these guides is investment advice or a recommendation to trade any instrument. Performance figures shown anywhere on this site are backtested, not a live track record. Options trading can lose more than your initial capital, and pledging equity as collateral puts those holdings at risk. See our Terms for the full risk disclosure.

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