This project focuses on developing and implementing advanced options trading strategies like butterfly, stradle etc. , including pricing models, risk management, and backtesting.
- Developed using Monte Carlo simulations and Black-Scholes model
- Proposed a comprehensive risk management plan
- Implemented the Jarrow-Rudd binomial tree model
- Applied butterfly spread option strategy
- Created payoff diagram for profit analysis
- Performed technical analysis to identify optimal strategy application timing
- Conducted extensive backtesting using Backtrader library
- Monte Carlo simulations
- Black-Scholes model
- Jarrow-Rudd binomial tree model
- Butterfly algorithm
- Straddle Strategy
- Q-learning
- Reinforcement Learning
- Backtrader library
- Improve the return of strategy
- Develop a user interface for easier strategy visualization
Zaid