Deltamark Partners LLP.

About Us

Welcome to Deltamark Partners LLP, your number one source for trading on Delta Hedging Strategy. We're dedicated to giving our dealers/traders the very best of trading facilities with attractive compensation in industry, with state of art technology.The platform and envoirnment we provide to traders are with a focus on to enhance their trading exprience which helps them to yield best return as per standard benchmark.

• Inception

  Founded in 2021 by leading industries best traders cum hedger, Deltamark Partners LLP has come a long way from its beginnings. When Ashish Panchal,Kaushal Shah,Mihir Vora And Rakesh Chheda first started out, their passion for delta trading in 2005. All of them started same journey from same office. Today with more then two decade exprience in trading in Delta hedging strategies they had pionered the art of successfull trading. We at DeltaMark Partners LLP are proprietary trading desk specializing in option hedging. We do not provide client services. Our operations are focused on using the firm's own capital and expertise to generate profits.

• Mission & Vision

  
  Our mission is to capitalize on market opportunities and generate superior returns for the firm's stakeholders. We achieve this by leveraging our deep understanding of the derivatives market, employing sophisticated, quantitative strategies, and adhering to a strict risk-management framework. We value innovative, timely, efficient, solution-oriented, and cost-effective services and systems. We are committed to achieving the highest levels of traders satisfaction. We provide leadership to the community in delivering proactive financial solutions and services that encompass sound financial controls and the effective and efficient use of avaliable resources.
  We provide services in an honest, ethical, open, courteous, caring and concerned manner, respecting people and the free exchange of ideas.
  

• Objectives

  Profitability: The primary objective is to maximize profits by efficiently and effectively deploying the firm's capital in the options market.
  

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  Risk Management: To protect the firm's capital, we implement robust and dynamic risk controls. This includes managing market, credit, and operational risks to ensure long-term sustainability and stability.
  

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  Technological and Quantitative Edge: We aim to maintain a competitive advantage by continuously investing in cutting-edge technology, proprietary algorithms, and in-house quantitative research to identify and exploit market inefficiencies.
  

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  Talent Development: Our goal is to attract and retain top-tier trading talent by providing a challenging and rewarding environment with a focus on continuous learning and performance-based compensation.
  

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• Goals

  Achieve Consistent Returns: Generate consistent, above-market returns on a quarterly and annual basis, regardless of overall market direction.
  Expand Trading Strategies: Continuously research and develop new hedging and arbitrage strategies to adapt to evolving market conditions and diversify our profit streams.
  Optimize Capital Efficiency: Maximize the return on capital by optimizing position sizing, leverage, and the allocation of funds across various trading strategies.

• Professional Excellence and Stewardship

  We value innovative, timely, efficient, solution-oriented, and cost-effective services and systems. We are committed to achieving the highest levels of traders satisfaction. We provide leadership to the community in delivering proactive financial solutions and services that encompass sound financial controls and the effective and efficient use of avaliable resources.
  We provide services in an honest, ethical, open, courteous, caring and concerned manner, respecting people and the free exchange of ideas.
  

• Working Methodology & Key Quantitative Hedging Strategies

  The core of quantitative option hedging involves managing the following Greeks:
  Delta Hedging: This is the most fundamental hedging strategy. Delta (Δ) measures an option's sensitivity to a change in the underlying asset's price. A delta of 0.5 means the option's price will move by about $0.50 for every $1 change in the underlying. A quantitative desk will aim to create a delta-neutral portfolio, where the total delta of all positions (long and short options and the underlying stock) equals zero. This is done by dynamically buying or selling the underlying asset to offset the delta of the options.
  

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  Gamma Hedging: While delta hedging works for small price movements, it's not perfect. As the underlying price changes, the option's delta also changes. Gamma (Γ) measures the rate of change of delta. A high gamma means delta changes rapidly, forcing a trader to rebalance their delta hedge more frequently, which can be costly. Gamma hedging involves adding additional options (often with a different strike price) to the portfolio to make the overall gamma as close to zero as possible, thus stabilizing the delta and reducing the need for constant rebalancing.
  

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  Vega Hedging: The price of an option is also highly sensitive to changes in implied volatility, a measure of expected future price swings. Vega (V) quantifies this sensitivity. A quantitative strategy often involves creating a vega-neutral portfolio, which is insulated from unexpected shifts in market volatility. This is typically achieved by combining long and short option positions with different vegas, such as a long at-the-money option (high vega) and a short out-of-the-money option (low vega).
  

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  Theta/Time Decay: Theta (Θ) measures an option's sensitivity to the passage of time. As a prop desk that may be short options to collect premium, they are negatively exposed to theta, meaning the value of their short positions decreases as time passes. While not a hedging strategy in the traditional sense, managing theta is a critical component of any quantitative strategy. Traders may use calendar spreads or other time-decay-neutral strategies to control their exposure.
  These strategies are often combined in what's known as a "delta-gamma-vega hedge," where the portfolio is simultaneously hedged against price movements, the change in delta, and changes in volatility. This complex, multi-layered approach requires high-speed computing and sophisticated algorithms to continuously monitor and rebalance the portfolio, often in fractions of a second.

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• Employee Focus

  We are committed to the success of our employees as they are our most valuable resource.
  

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• Teamwork

  We value the contribution our employees make in achieving our mission and we support and encourage teamwork and personal development to ensure a high level of competence, expertise, and satisfaction.