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Antecedent to my current project building options management software.

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Amuraivel/tradeMaster

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Mark James Thompson

Overview and Introduction

Trade Master is a high-level framework to rapidly test and develop multi-asset option-based long-short portfolio strategies.

It consists of four layers: 1. a management layer written in Python to handle data, construct option objects, etc. 2. an analytics layer written in R to perform analytics and handle the high-level prototyping such as choice of entry, exits, portfolio anlytics, etc. 3. a pricing layer written in C++ and OpenCL to allow fast computation and parallel computing. 4. a visualization layer using Shiny to spot opportunities

Option Strategies

Index Volatility Arbitrage

Split-Strike

Synthetics

Gamma-Scalping

Long-Short Equity Options

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Antecedent to my current project building options management software.

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