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SquareOff | United States America (US)
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Instead of directly backtesting with strangles or straddles, start with observing market movements. I asked ChatGPT to plot multiple possible intraday movements. Accordingly I can now design strategy that can capitalise these moves. Strategy design time is now reduced drastically.

Key is to break down the 6 hours (9:15 to 3:15) into multiple segments. When you dissect the time frames and deploy multiple strategies it becomes easier to find the alpha.

Instead of directly backtesting with strangles or straddles, start with observing market movements. I asked ChatGPT to plot multiple possible intraday movements. Accordingly I can now design strategy that can capitalise these moves. Strategy design time is now reduced drastically.

Key is to break down the 6 hours (9:15 to 3:15) into multiple segments. When you dissect the time frames and deploy multiple strategies it becomes easier to find the alpha.


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