Development of various options based strategies pertaining to volatility arbitrage, gamma scalping etc.
Working on high end options trading strategies like volatility arbitrage between Call-Call Pair or Put-Put pair. Also worked on complex arbitrage between 2 straddle, strangles etc.
Working on development of screener sheets for Butterfly, Iron Condor, and Strangle shorting etc. which a trader can use for getting the right kind of entry and exit signals to enter the positions