AlgoProfessor Strategy Courses teach the full quant workflow on Indian index options: the mathematical idea, option Greeks, backtesting, strict stop-loss rules, and live deployment on Tradetron and Python, including machine-learning and reinforcement-learning bots.
Index quotes, intraday charts and a technical rating for Nifty, updating through the trading day. Where live data cannot load, you see the latest verified NSE closing snapshot instead.
AlgoProfessor trades Indian markets strictly with mathematical, statistical, AI and machine learning methods. The programme passes on that discipline, from vocabulary to live code, ending with backtest results you can defend.
What algorithmic trading is: computers following a defined set of instructions to place trades at a speed and frequency no human trader can match.
Options as contracts that give the right, not the obligation, to buy or sell an underlying. Black-Scholes-Merton pricing for calls and puts, and the Greeks.
Stacked, hierarchical models of increasing abstraction, applied to market time series and pattern recognition.
Agents that perceive the market, act, and learn by trial and error, rewarded for desired behaviour and penalised for undesired behaviour.
Max drawdown, Sharpe ratio, equity curve and cumulative profit: reading results honestly before any capital is committed.
Translating a validated strategy into Tradetron conditions and Python, then paper trading and a first 1x deployment.
Each course takes one AlgoProfessor strategy from its mathematical idea to a monitored live deployment. Select a strategy to see its syllabus and resources.
Before a strategy goes live, the course checks it against these market regimes, events and risk measures. Tick off each one as you research your own strategy; your progress stays in this browser.
Build a multi-leg index options strategy the way you would on Stockmock: choose strikes, entry and exit times, leg stop-losses and targets, and overall MTM limits, then test it across a year of trading days.
| Buy or sell | Option | Strike | Lots | Leg SL (% of premium) | Leg target (%) |
|---|
Prices come from a synthetic market built from your India VIX, trend and seed settings, with options valued by Black-Scholes with a volatility skew. Costs include your brokerage per order plus an estimate of STT and exchange charges. Use it to learn how legs, stops and timing shape results; confirm any strategy on real historical tick data before trading. Exchange holidays are not modelled.
Two working tools from the course. Change any input and the results update immediately.
Gold line: profit or loss at expiry per unit. Dashed line: value today. Black-Scholes-Merton, European exercise, no dividends. Theta is per calendar day, vega per 1 point of IV.
Confirm the current lot size in the latest NSE circular before trading.
The chart shows how much capital remains after a run of consecutive stop-losses at this size, the scenario the course's initial risk management module plans for.
A full interactive chart for following the index during class. On AlgoProfessor's own website this panel shows the live TradingView chart; where external data cannot load, it switches to the course's simulated teaching feed.
Stuck on a Greek, a drawdown number or a Tradetron condition? The tutor explains course concepts in plain language. It teaches; it does not give buy or sell calls.
Ph.D., PDF (AI). CEO and Chief Agentic AI Scientist, AlgoProfessor
The courses are designed and taught by Dr Satyanarayana, whose research spans deep learning, graph machine learning and agentic AI, with more than 60 SCI, Scopus and IEEE publications, 11 patents and 11 books. He supervises doctoral and international postdoctoral researchers and brings the same research rigour to strategy design.
Early-bird fees apply for a limited period. Tell us your questions first; we then set up a one-on-one online discussion to walk you through the programme scope, profile and expectations.