Techno Derivative Arbitrage Architecture

Techno Derivative Arbitrage Architecture

Arbitrage trading is a strategy for a trader to exploit temporary price
discrepancies and Volatility extremes to lock in a risk-free profit by using
sudo-Delta Neutral Strategy. Synthetic positions of arbitrage trading can be
highly profitable, but they also carries risks of cost of capital, transaction
costs, market volatility, Taxation and regulatory risks.




High level of expertise, experience, and access to sophisticated trading tools
and granule data are key to design, deploy and manoeuvre these complex
positions basis interplay of Greeks. The profitability of any constant strategy
drops with time.

Techno Derivative ARBITRAGE ARCHITECHURE is a research solution to
Optimize revive an Arbitrage strategy

• Current strategy design
• Modifications used
• Challenges & Traps
• Desired Goal

a. Risk Assessment Report
b. Modified Arbitrage Model
– Entry
– Capital Multiple
– Strategy Manoeuvring
– Back testing Report
c. Market Positioning



Mr Ajay Agarwal, a Pro Trader cum Educationist,
also referred to as Option Guru who has over 29
years of experience in derivative data analysis,
technical analysis and trading strategies. Being a
Front Desk Trader of large International Fund House,
he has been on working with reputed institutions like
ICICI Direct, India Info line, NSE Academy and
Institute of Chartered Accountants of India (ICAI).

Disclaimer : Techno Derivative Arbitrage Architecture Models are custom designed
basis research for restricted use. The research paper can not be further circulated
or published without prior written approval.


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