AlphaSync is Vianmax Academy's in-house paper trading simulator — powered by real market data, AI signal generation, and live risk management dashboards. Practice real strategies without a single rupee at risk.
Practice with the same tools used in live trading — just without the financial risk.
Real-time market data with tick-level accuracy. Practice with live Nifty, BankNifty, and individual equity feeds — exactly as you would with a live broker.
Our multi-factor signal model scores intraday setups across 50+ stocks and indices. Get buy/sell signals with confidence scores, entry, SL and target levels.
Live P&L, max drawdown tracker, position sizing calculator, and daily loss limit alerts. Develop professional risk habits from day one.
Test your strategies on 5 years of historical NSE/BSE data. Get Sharpe ratio, win rate, max drawdown and expectancy reports instantly.
Write your strategy in Python and import it directly into AlphaSync for live paper execution. Seamlessly bridges the gap from backtest to live simulation.
Every trade is logged automatically. Review performance by instrument, time of day, signal type, and market condition. Build a data-driven edge over time.
The moment you place a futures trade, AlphaSync's Auto Hedge engine instantly calculates the optimal protective strike and places a hedging options order — OTM PUTs for long futures, OTM CALLs for short futures — within your configured option premium budget. No manual steps. No delay. Full downside protection, automatically.
Enable Auto Hedge once from your AlphaSync dashboard — and every futures position you take is automatically covered with an OTM options contract. You define a maximum option premium budget — either as a fixed rupee amount (e.g. ₹5,000) or as a percentage of your deployed capital — and the system scans the live options chain to select the OTM CALL or PUT strike whose total premium cost fits within that budget. Your futures margin stays fully deployed, while the premium budget defines exactly how much you spend on protection.
You can also trigger a hedge manually at any time with the Hedge button — or let Auto Hedge handle it instantly. Both modes are available in every Pro session.
This is not a risk percentage. It is the maximum amount you are willing to spend on the protective option premium — either as a fixed rupee amount or as a percentage of your deployed capital.
Set a hard rupee cap on the option premium per lot. For example, if you set ₹5,000, AlphaSync will only buy a hedging option whose total premium does not exceed ₹5,000.
Set a percentage of your futures margin as the premium cap. For example, if your NIFTY futures margin is ₹1,20,000 and you set 2%, your max premium budget becomes ₹2,400 automatically.
Click the Hedge button at any time after placing a futures position to manually trigger a protective options order on demand.
Enable once — AlphaSync automatically places the hedging options order the instant any new futures position is detected, within your configured option premium budget.
AlphaSync's Ratchet Logic is a dynamic hedge upgrade engine. As the market moves in your favour, it automatically rolls your protective option to a stronger strike — and locks it there. If the market reverses, the ratchet holds. Your protection never weakens once earned.
Without ratchet logic, a naive hedging system re-evaluates the optimal strike on every price tick. When the market rises, it rolls the PUT strike upward — good. But when the market pulls back, it rolls the strike back down — erasing the protection you just earned.
AlphaSync's ratchet engine solves this: the locked strike only ever moves to give you MORE protection. A candidate strike that would weaken your hedge is silently rejected — no order, no rollback.
Think of a mountain climber with a safety rope. Every time the climber reaches a new height, the rope anchor moves up to that level. If the climber slips, the rope catches them at the last-anchored high point — not at the bottom. In futures hedging: the mountain is the price, the climber is your hedge strike, and the rope is the ratchet. Every new price high locks in a better strike. A pullback cannot undo it.
Every line of the ratchet engine must honour all four rules. Violating any one of them breaks the ratchet guarantee.
Candidate strike is better AND price has crossed the step threshold.
Candidate strike is worse than locked strike — market moved against position.
Candidate is better but step threshold not yet reached — accumulating the move.
Upgrade candidate qualifies but new premium exceeds max budget.
The Collar simultaneously buys a protective PUT and sells an OTM CALL against your long futures position. The CALL premium finances the PUT — making the hedge near-zero cost. The trade-off: your upside is capped at the CALL strike. Ideal when you want protection without spending premium budget.
When you hold a long futures position, the CALL you sell generates a credit. If you select strikes symmetrically around the current price, the credit from the CALL roughly equals the debit of the PUT — netting your hedge cost to near zero or even a small credit.
This is widely used by institutional desks on NIFTY and BANKNIFTY before earnings seasons, budget days, and RBI policy announcements where a defined range outcome is expected.
Instead of buying a single OTM option, you buy a closer strike and sell a further strike of the same type. The sold option finances part of the bought option's premium — reducing your hedge cost by 40–60% while giving defined downside protection up to the spread width.
If you hold a basket of stocks, you don't need to hedge each one individually. Short NIFTY or BANKNIFTY futures in a quantity calculated from your portfolio's weighted beta — neutralising the market risk of the entire portfolio in a single trade.
Beta measures how much a stock moves relative to NIFTY. A stock with beta 1.2 moves 12% when NIFTY moves 10%. By shorting NIFTY futures proportional to your total portfolio beta, you cancel out market-wide risk while retaining stock-specific alpha.
AlphaSync calculates weighted beta automatically from your simulated holdings and suggests the optimal number of NIFTY/BANKNIFTY lots to short as a hedge.
Delta hedging keeps the net delta of your options portfolio at zero by continuously adjusting a futures position. Every significant price move triggers a futures buy or sell. If you own options (positive gamma), every rebalance generates a profit — your edge comes from realised volatility exceeding implied volatility.
When you own a straddle or strangle (long options), you have positive gamma. As price moves, your delta shifts away from zero. The rebalance — buying futures when price falls, selling when it rises — captures the move. Each rebalance earns the move squared × gamma / 2.
The strategy is profitable when realised volatility > implied volatility (what you paid for the options). Market makers run this continuously. AlphaSync simulates it so you can understand when and why it works.
Before binary market events — RBI policy, Union Budget, election results, earnings — buy both a PUT and a CALL on your futures position. No matter which way the market explodes, one leg profits. You break even when the move exceeds the combined premium paid.
AlphaSync flags upcoming NSE-calendar events (RBI, earnings, Budget) and suggests the optimal straddle/strangle based on current IV levels. High IV before events = expensive straddles; wait for IV to spike then close for premium profit, or hold through the move if direction is uncertain.
All six hedging strategies available in AlphaSync Pro — choose based on your position, budget, and market outlook.
| STRATEGY | POSITION | COST | UPSIDE | COMPLEXITY | BEST FOR |
|---|---|---|---|---|---|
| Auto Hedge (OTM Option) | Long / Short | Medium | Unlimited | Low | All traders — entry-level protection |
| Ratchet Logic | Long / Short | Rolling premium | Unlimited + improves | High | Trending markets, swing trades |
| Collar | Long | Near zero / credit | Capped at CALL strike | Low | Range-bound market expectation |
| Bull/Bear Spread | Long / Short | Low (40% cheaper) | Partial (spread width) | Low–Med | Budget-constrained hedgers |
| Beta Cross-Hedge | Portfolio | Low (index futures) | Full (systematic) | Medium | HNI / multi-stock portfolios |
| Delta Hedge | Options book | Transaction costs | Full (gamma capture) | Very High | Advanced / market-maker style |
| Straddle / Strangle | Either | High | Direction-neutral | Medium | Event-driven binary outcomes |
AlphaSync access is unlocked automatically when you join any Vianmax Academy course.
Finish the relevant course modules to unlock the AlphaSync features tied to each section.
Place paper trades using real NSE/BSE prices. Execute your strategies exactly as you would with a real broker account.
Analyse your trade journal, benchmark against AI signals, and refine your strategy before going live with real capital.
Features unlock progressively as you complete course modules. More you learn, more you access.
AlphaSync is free for every enrolled student. Pick any course to get your account activated within 24 hours.