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Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

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PyPatel/Options-Trading-Strategies-in-Python

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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 onBlack Scholes Merton Option Pricing. Next I will work on incorporatingTime Series andNeural 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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