Course Name: Options Trading Strategies In Python: Advanced, Section No: 6, Unit No: 9, Unit type: Notebook
Below line:
Nifty_Fut[‘quantity’] = -Nifty_delta // 5 * 5
I think should be replaced by following , otherwise it will incorrectly apply negation
Fut[‘quantity’] = - (Nifty_delta // 5 * 5)
Profit with this strategy should come out to be 3722.50 instead of 1000. Can you please check