Chase

Chase Alpha Partners LLP

https://chasealpha.in
Vishvesh
• Trader & Analyst with over 13 years work experience across. India, Australia, Asia
• Well quoted across all business channels and print media.
• Trader who can code, designing quantitative systems and tools.
• Fitness freak and promotes healthy living.

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Vishvesh Chauhan: A systems
trader par excellence

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AGENDA
• Demand Supply
• How Greed and Fear reflected on Charts
• PMP Model
• Diagonals
• IV Concept
• IVR
• 3rd Divergence
• Combining Derivatives PMP
• Trade Structure

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Breaking the BEAR hug
• 1986 Reliance
• Manu Manek Vs Dhirubhai
• Demand and Supply

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Greed and Fear on Price

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Model | PMP + T

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Price

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Momentum

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Pattern

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Trend and Time
• Trend is function of time

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The Diagonals
• 5 Leg, overlapping structure
• Why it forms ?
• Psychology

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RSI
• Positive divergence
• Negative divergence

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PMP at Play | 3rd Divergence
• There should be clear trend prior
• Picture perfect pattern
• Three positive or negative divergence

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Options Dimension

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Implied Volatility
• Options is function of Volatility
• IVR / IVP

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IVR
• IV Rank =
• (current IV – 52-week IV low) / (52-week IV high – 52-week IV low)
• (current IV – X IV low) / (X IV high – X IV low)
• Lookback Period
• Characteristics of Volatility
• Mean reverting
• Extreme Seeking
• Range Shifting
• Cyclical
• More Stickier on Lower Side

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Our IVR

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How to Trade
• Futures + Options
• When IV is Low
• Liquidity in Options not great
• Time to Expiry is Less
• Back Spread
• When IV Is Low
• High Liquidity
• More DTE
• Naked Options
• IV is Lowe
• Liquidity is moderate
• Moderate DTE

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Put altogether | 3 rd Divergence

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The 3rd Divergence

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The 3rd Divergence

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The 3rd Divergence

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 The 3rd Divergence
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SRF & Nifty Short on Budget Day
• https://chasealpha.in/media

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Nifty Short on Budget Day
• https://Youtube.com/c/Chasealpha

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Asian Paints
• https://t.me/chaseAlpha
• Telegram Free Channel

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Combining Derivatives

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 The 3rd Divergence
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Option Chain
• Target the Writer !!!

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Create the Structure
• 08th Jan 2019 1:20 PM

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Bank Nifty Back Spread

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Option Structure

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Reach us
Email : info@chasealpha.in
Mobile : 9372959261 (Whatsapp, Call)
Website : https://chasealpha.in
Youtube : https://Youtube.com/c/Chasealpha
Twitter : @chasealpha_in

Thank You

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