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optimaletf icon optimaletf

Framework to optimally index based on ModelPF Allocations

option-analysis-in-python icon option-analysis-in-python

Use market data to analyze options including computing implied volatity, verifying put-call parity and volatility smile, calculating Greeks

option-arbitrage icon option-arbitrage

A Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.

option-greeks icon option-greeks

Wrapper for Davis' Edwards excellent options valuation python code - backtrader options

option-itm-prediction icon option-itm-prediction

This projects aims to predict if the NASDAQ (QQQ) Long Options with 6-month period end up in-the-money.

option-payoff icon option-payoff

Option trading dashboard with live prices and payoff + strategy calculator

option-pricing-and-strategies icon option-pricing-and-strategies

Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Scholes Model, Cox-Ross-Rubinstein and Jarrow-Rudd. Strategies like Butterfly spread and Iron condor was also implemented.

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