Our approach

Risk is decided before return is considered.

GSFC runs systematic, defined-risk options strategies. Each position is designed around what it can lose, then executed and monitored by rules we publish internally before capital is deployed.

01Principles in practice

Defined Risk

We only open positions whose worst case is known at entry. Short options are always paired with protective long options, so a sudden move cannot produce an open-ended loss. Size is set by that maximum loss, not by available margin.

Systematic Execution

Entry conditions, strike selection, adjustments and exits are written as rules and implemented in software. Discretion is reserved for reviewing those rules — not for overriding them in the moment.

Capital First

The strategy is built to stay in the market through difficult periods. When conditions fall outside what our rules are designed for, the system reduces exposure or stands aside. Missing an opportunity is an acceptable cost.

02Structures

Few instruments, used precisely.

Multiple strategies are evaluated in real time, and then executed at defined intervals. Some samples:

Iron condor

Earns premium if the market stays within a range. Protective options on both sides cap the loss if it breaks out either way.

Max loss · defined at entry

Credit spread

A one-sided version: premium collected for a view that the market will not move past a level, with a long option limiting the downside.

Max loss · defined at entry

Portfolio hedge

Long protection held at the portfolio level, so that a broad market dislocation is cushioned beyond the limits of individual positions.

Floor · set by rule
03Risk framework

Layers, each able to say no.

Risk controls are independent and nested. A trade must clear every layer; any one of them can block, reduce or close it.

L1
PositionMaximum loss per structure, fixed before entry.
L2
PortfolioAggregate exposure limits across underlyings, expiries and Greeks.
L3
RegimeVolatility and liquidity filters that scale exposure down or stand aside.
L4
EventScheduled announcements and known risk events handled by predefined rules.
L5
OperationalData integrity checks and an automated halt if inputs become unreliable.
04Reach

One framework, several markets.

AIndex optionsThe core of the book, where liquidity is deepest.
BSingle-stock optionsSelective, in names with consistent depth.
CCommodity optionsDiversifying exposure with distinct drivers.
DCurrency optionsUsed where execution quality meets our standard.
05Our capital

Proprietary Tech only.

GSFC is a proprietary trading firm. Our entire focus is research, execution and risk.

Firm at a glanceGSFC
ModelProprietary trading
CapitalFirm’s own account
StrategySystematic options · defined risk
MarketsIndex · equity · commodity · FX
BaseJaipur, India
Risk disclosurePlease read in full.

Trading derivatives, including options, carries a high degree of risk. Positions can lose value rapidly, and losses can exceed expectations in fast or illiquid markets.

Defined-risk structures limit the maximum loss on individual positions but do not eliminate risk. Losses may occur across multiple positions at once, and gap moves, liquidity shortfalls, exchange interruptions or technology failures may cause outcomes to differ from those intended.

Systematic strategies depend on models and historical relationships that may not hold in future market conditions. Past results, whether actual or simulated, are not a reliable indicator of future results.

GSFC is a proprietary trading firm. This website is for information only and does not constitute an offer, solicitation or recommendation of any kind.

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