Calculates and maximizes potential risk-free profit points in options trading on major indices. Though the occurance of such anomalies is extraordinarily rare, using software such as this will help to bring to light these potential points and allow traders to take advantage of them. This application makes heavy use of multithreading and processes large amounts of information. Though it is greatly sped up through this, it can still take as much as one to ten minutes to run a single cycle, depending on your machine specifications. In all likelihood, the chances an anomaly is found on maximum premium prices is very close to zero, but if a suitable price occurs, it will likely not last long and would have resulted from volatility in the market.
Some features of this program can be customized, namely the indices you wish to search. In the provided "user_check_symbols.txt" file, a sample of user selection space can be viewed. These user-selected inputs can be run by running the "ticker_arbitrage.py" script directly. To add more indices, simply type the ticker name, which can be found online, on a new line of the text file.
Other customizations users can work with involve the parameter in main.py for NASDAQ. Inputting "NASDAQ = True" as a parameter to the main function will switch the default S&P 500 lookup procedure of the script to the NASDAQ instead. Many of the indices on the NASDAQ do not have active options trading, so a list "ignore_symbol.txt" is prepopulated with several such symbols. If more are encountered, the program will automatically populate them into the list. Periodically, the user should run the "ticker_refresh.py" script to individually ping each ticker to check whether or not it still belongs on the ignore list. This process will take much longer than the standard refresh but will result in an accurate, single-cycle pruning process which will significantly improve performance for the other algorithm. As ticker information is not changed regularly, this will not need to be updated frequently.
A global variable exists at the top of "ticker_arbitrage.py" that allows you to toggle between the last sell price for an option contract (False) and the current ask price for buyers in the market (True). Toggling this variable will impact your odds at finding potential arbitrages with False granting increased probability, but True will allow for much quicker and responsive fulfillment of option contract purchases.
Depending on memory availability on your machine, you may want to reduce the "max_workers" variable on line 84 in "main.py" and line 115 in "ticker_arbitrage.py". The maximum default value is 32 for this, but you can manually raise it can be raised if you have more processing ability.
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