tools for finding/selecting options using the e*trade developer API
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Updated
Apr 6, 2023 - Python
tools for finding/selecting options using the e*trade developer API
PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.
Volatility regime analysis for systematic options selling — IV percentile tracking, vol risk premium scanner, GARCH forecasting, correlation regime monitor
This code backtests the performance of SPY vertical bull put spreads from Jan 2022 to May 2022
Python quant backtesting framework for a systematic NIFTY options selling strategy | 265.93% return in 2024
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