Strategy library

Every strategy the engine scans for

39 strategy families, grouped by the mechanism that actually pays them. Each one says what it is, the conditions it needs, why the setup works, and what goes wrong. Open any of them and you can run it on the live market in one click.

Linear Risk Premia & Style Factors

15 families · Delta-One exposures driven by price

Take hard delta-one exposures but alternate direction based on systematic signals. Trend & Momentum / Sector Rotation assume the current directional move (up or down) will persist — pro-cyclical directional.

Options Yield & Volatility Arbitrage

9 families · Non-linear execution capturing Theta & Vega

The primary engine is the gap between implied and realised volatility, traded on either sign. Short-vol harvest (the bulk of the pillar — premium selling, condors, buy-writes) captures the variance risk premium by selling expensive IV when the market over-prices future variance: bounded loss, positive theta, range-bound bet.

Microstructure & Flow Dynamics

5 families · Order flow, dealer positioning & liquidity

Targets sharp, structural directional moves triggered by structural mechanics rather than fundamental changes. When options flow or sweeps hit extreme levels, or short interest sparks a reflexive squeeze, it triggers systemic dealer hedging.

Event Catalysts & Asymmetric Convexity

10 families · Corporate & macro events, tail hedging

Generally directional-agnostic at inception, but hyper-focused on magnitude. The mathematical engine is positive gamma: downside is structurally capped at the premium paid, while upside accelerates non-linearly as Delta scales toward 1.0.

Educational material, not investment advice. Nothing on these pages is a recommendation to trade any security or structure. Options trading involves substantial risk of loss and is not suitable for all investors.

Options and equity strategy library: 39 strategy families | StockAgents