Static IP for API trading
Your broker account connects. It shows your positions. It streams live prices. And every single order comes back refused. Nothing is wrong with your credentials — the orders are arriving from an address your…
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Lizards & Batmen: five structures past the basic spreads
Jade lizard, big lizard, reverse jade and both Batman variants, built on the real NIFTY 25-Aug chain. Why the short strike goes beyond a level for a lizard and on it for a Batman — plus the margin fact that a defined-risk butterfly blocks 61× the amount it can lose.
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The weekly question: do SENSEX weeklies really pay better?
The same five structures rebuilt on SENSEX weeklies, measured per day of capital blocked against the NIFTY monthly. At-the-money premium decays with the square root of time; tail premium decays far faster — and that single asymmetry decides which expiry you should be using.
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How to read an option chain
The chain is telling you everything. Most people just can't read it fast enough — and two habits, both close to universal, quietly poison the answer before they even start. Here's what every column is really saying, and how to read it at speed.
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Footprint charts and order flow, for Indian markets
A candle tells you where price finished. It never tells you who was left buying at the top — which is exactly why the breakout you took at the close died ten minutes later. That information exists. It's inside the bar.
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Backtesting options strategies in India
Every backtest looks good. That's what they're for. The real question is what the result had to survive before it reached you — and most of the ones you'll be shown have survived nothing at all.
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Screening Indian stocks with a method
You weren't wrong about the stock. You were wrong about the tide. A screen that hands back two hundred names hasn't narrowed anything — the ones that work run in an order, and the order starts with the market, not the chart.
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SPAN margin, explained
Two traders sell the same NIFTY call. One blocks ₹1.4 lakh, the other ₹28,000. Nothing about the call is different — the second one bought a wing. That gap is SPAN, and misunderstanding it is why most people compare option strategies wrong.
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What actually changes on expiry day
Expiry day is not the rest of the week with less time on it. The arithmetic of an option changes shape in the final hours, and strategies that behave one way for four days behave differently on the fifth.
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Straddle or strangle?
Both sell volatility. One collects more and gives you less room; the other gives you room and collects less. Choosing between them is not a preference — it is a function of where implied volatility is sitting and how long you intend to hold.
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Delta hedging, for option sellers
A short straddle makes money if the market stays still and loses if it trends. Delta hedging is the attempt to remove the trend risk and keep the stillness bet — and the reason it is harder than it sounds has a name: gamma.
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Sector rotation, and how to test it honestly
Money moves between sectors long before the index says anything. That much is observable. Whether you can systematically be early is a separate question — and most attempts to answer it are answered wrong before the first trade is simulated.
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SIP or lumpsum?
The honest answer is that lumpsum usually wins on paper and SIP usually wins in practice, and the reason has less to do with returns than with the fact that most people do not have a lumpsum — and those who do rarely deploy it at the right moment.
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The Portfolio Execution Terminal, explained
Mid-lunch, the stomach drop: did I actually put a stop on that? Nobody blows up from a bad pick. They blow up from an unsized, unprotected one. This is the terminal built around that problem — and what each part of it is for.
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The help documentation for each app — what every screen does, how the numbers are calculated and where the settings live. The structures in the articles above are built in these: the chain and payoff in Options, the levels in Footprint, the backtests in Algo.
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Options AppOption chain, OI & Greeks, strategy builder and payoff — where the structures in these articles are constructed. Read the guide →
⚡QuikTrade TerminalOne-click multi-broker execution, basket orders and copy trading. Read the guide →
▦Footprint & Market ProfileFootprint and profile charts — where the support and resistance work gets done. Read the guide →
ƒAlgo & BacktestBuild, backtest and deploy F&O strategies with no code. Read the guide →
▤Stocks AppStage-2 breakout screener, sector & market breadth, curated watchlists. Read the guide →
✦AI Backtesting (MCP)Connect Claude, ChatGPT or Gemini to your account and backtest by asking. Setup guide →
⇄Trade AppCash and swing terminal — the twelve surfaces, server-side stop monitoring, alerts that place orders and T+1 capital. Read the guide →
◍Mutual Funds App overviewRank, compare and audit funds — SIP, lumpsum and rolling returns. A written guide is not published for this one yet. See the app →
◈Options SchoolAll 58 option strategies — outlook, volatility, risk profile and the NIFTY deployment and adjustment rules for each. Free for everyone, no login. Open the school →
Every guide above opens without a login. The two marked otherwise do not have a standalone help page yet — those links go to the product overview instead. Pricing for every app lives under Pricing.