All Projects → PyPatel → Options Trading Strategies In Python

PyPatel / Options Trading Strategies In Python

Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

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Options-Trading-Strategies-in-Python

I have Created code for Options Trading based on Various Trading Technical Indicators.

  1. Volatility Index (VIX) based Strategy
  2. Put / Call Ratio (PCR) based Strategy
  3. Trading Index (TRIN) based Strategy
  4. Turtle Trading based Strategy
  5. Monte Carlo Option Pricing in C++

Still working on more advanced Strategies based on Black Scholes Merton Option Pricing. Next I will work on incorporating Time Series and Neural Networks (RNNs to be specific) to improve accuraacy (Decrease Standard Deviation from current models) and Perfomance.

LSTMs have gave me promosing results and now I am exploring advance LSTM like MD-LSTM and MiD-LSTM for better prediction and more feature inclusion.

Help & Motivate my work by little generosity:

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My Work and Profile

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