Using CTCL (CTCL (Computer-to-Computer Link) and IBT (Internet Based Trading) terminals, Greeksoft enables you to execute 40 Algo strategies approved by the exchange.
Ranging from simple to complex, these strategies involve using computer algorithms to execute trading orders based on predefined criteria such as price, volume, timing, or mathematical models. Helping you optimize trading execution, minimize costs, and capitalize on market opportunities.
Can react to market conditions and execute orders in milliseconds.
ACCURACY
Algorithms follow predefined rules with complete precision.
AUTOMATION
You can automate repetitive tasks, such as order placement, trade execution, and risk management, and focus on strategy development and analysis.
DIVERSIFICATION
Simultaneously execute trades across multiple markets, assets, or strategies.
REDUCED TRANSACTION COSTS
You can minimize transaction costs by executing trades at optimal prices and reducing market impact. You can even take advantage of rebate programs and liquidity provider arrangements to further reduce costs.
TRADING WITHOUT EMOTIONS
Removes emotions from the trading process, which can help you stick to your predefined strategies and avoid impulsive or irrational decisions driven by fear or greed.
Greeksoft offers 40 algo strategies based on diverse mathematical models.
4-Leg IV Spread Order with Delta Hedging
Optimize returns with minimal directional risk using a multi-leg spread strategy and delta hedging. Tailored for institutional investors, it capitalizes on volatility discrepancies while ensuring stable market exposure.
Advanced Option Strategy
Leverage complex options techniques like spreads and straddles to exploit market inefficiencies and manage risk. Advanced analytics and dynamic adjustments help institutions enhance returns in volatile conditions.
Slice Order Entry
Segment large orders into smaller slices to reduce market impact and enhance execution precision. Institutions benefit from dynamic algorithms, minimizing transaction costs and ensuring efficient execution in fast-moving markets.
Jobbing Strategy
Capture small profits by exploiting market inefficiencies with rapid execution and high-frequency trading. This strategy provides consistent returns through tactical flexibility and robust risk management.
Greek Market Making
Manage option Greeks (Delta, Gamma, Vega, Theta) to improve pricing accuracy and risk exposure. This strategy allows institutions to provide liquidity while maintaining a balanced risk profile for better profitability.
GETS: Combine Spread Arbitrage
Capitalize on pricing inefficiencies with a multi-spread approach. This strategy enhances institutional returns through diversified trades, real-time market analysis, and a robust risk management framework.
GETS: Automated Arbitrage - Pair Trading
This strategy allows institutional investors to exploit relative price movements between correlated assets by employing automated systems. The approach ensures efficient pair trades, capitalizing on pricing inefficiencies while maintaining a controlled risk profile through correlation analysis, real-time monitoring, and automated execution.
GETS: Automated Arbitrage - Future to Future
Institutional investors use this strategy to exploit pricing discrepancies between related futures contracts. By automating trade execution and leveraging real-time market analysis, this approach helps institutions maximize arbitrage opportunities while managing risk effectively through robust risk management protocols.
Dynamic Delta Hedging
The Dynamic Delta Hedging strategy enables institutions to manage risk in options trading by continuously adjusting delta exposures. This strategy ensures a delta-neutral position, optimizing profitability while mitigating risk through advanced risk management and real-time analytics, adaptable to portfolios of various sizes.
This advanced options trading technique uses a four-leg arbitrage strategy to exploit pricing inefficiencies in the options market. By executing multiple legs simultaneously, institutions can create risk-free arbitrage positions, enhance profitability, and optimize capital efficiency across various asset classes.
Option Strategy: Butterfly
The Butterfly Option Strategy is designed for low-volatility environments, allowing institutions to profit from price convergence while maintaining a defined risk profile. This multi-strike strategy maximizes profits when the underlying asset price is near the middle strike price at expiration, making it ideal for range-bound markets.
Option Strategy: Triangle
This strategy involves constructing a flexible multi-leg position that can profit from both directional moves and range-bound conditions. It provides institutions with enhanced opportunities in fluctuating markets while effectively managing risk across multiple options and adapting to changing market dynamics.
Option Strategy: Spread
The Spread Option Strategy enables institutions to manage risk and enhance profitability by simultaneously buying and selling options on the same underlying asset. This foundational strategy limits potential losses, allows for profit in various market conditions, and can be scaled to suit portfolios of different sizes.
IV Based Spread Order With Delta Hedging
This strategy is designed for institutional investors looking to exploit implied volatility (IV) discrepancies while managing risk. By combining spread orders with delta hedging, institutions maintain market neutrality, optimizing profitability in options trading. It focuses on exploiting differences between implied and realized volatility, dynamic delta adjustments, and multi-leg spread construction. Advanced risk assessment and real-time monitoring help institutions act on volatility discrepancies effectively.
IV-ITM Order Entry with Delta Hedging
The IV-ITM Order Entry with Delta Hedging strategy targets in-the-money (ITM) options with significant implied volatility (IV). By combining order entry techniques with delta hedging, institutions optimize positioning and manage risk. It focuses on ITM options with high IV, dynamic delta adjustments, and sophisticated order entry methods to capture optimal pricing. Institutions can exploit price movements while maintaining market neutrality and managing risk effectively.
Cross Butterfly
The Cross Butterfly strategy involves executing multiple butterfly spreads simultaneously, optimizing positioning and managing risk across various price levels. It features a multi-leg structure, defined risk exposure, and profit maximization from price convergence across strikes. Institutions profit from market neutrality without directional bias, using advanced risk management tools to monitor exposure and potential outcomes.
GETS: Basket Automated Arbitrage
This strategy leverages automation to exploit pricing discrepancies across a basket of related securities. With automated execution, institutions can identify and act on arbitrage opportunities quickly and efficiently. It minimizes transaction costs, enhances profit potential, and reduces operational complexity. Real-time market analysis and comprehensive risk management ensure institutions can optimize trading opportunities in competitive markets.
GETS: Automated Arbitrage - Cash to Future
The GETS: Automated Arbitrage - Cash to Future strategy exploits pricing inefficiencies between cash and futures markets. By using advanced algorithms, institutions can automate arbitrage opportunities and execute trades efficiently. It provides direct market access, continuous pricing analysis, and comprehensive risk management, enabling institutions to optimize returns while minimizing transaction costs and operational complexity.
Option Strategy: Triangle (Equity Based)
The Triangle Option Strategy focuses on equity-based options, allowing institutions to capitalize on price movements in underlying stocks. By constructing positions in a triangular pattern, this strategy adapts to market dynamics, offering flexibility and profit potential from both directional and range-bound conditions. It emphasizes advanced risk management tools to mitigate risks and scalability across various equity positions.
ETF Strategy
An advanced trading approach designed to capitalize on price movements and inefficiencies in ETFs, enhancing profitability while managing risk effectively. Institutions benefit from a diverse investment universe, liquidity management, advanced technical analysis, and real-time market insights to optimize returns.
Directional Basket Execution
A refined strategy that enables institutional investors to implement large-scale trades across multiple securities simultaneously. Focused on directional trading, it enhances execution efficiency and manages portfolio risk through advanced order management systems and real-time market data.
Greek Execution Algo Strategy
An algorithm-driven strategy designed to optimize trade execution across diverse market conditions. Leveraging sophisticated algorithms, market adaptability, and real-time data analytics, this strategy enhances execution efficiency and minimizes transaction costs while integrating advanced risk management frameworks.
