Featured · Quant Research & Execution
MAY 2024 – PRESENT
Automated Options Research & Execution Platform
A modular paper-trading platform spanning real-time and historical market data, signal generation, OCC contract selection, order execution, position reconciliation, exit management and pre-close flattening.
+$13,141 documented research run
2.32 profit factor
55% win rate
0–10 DTE research
Platform & strategies
- Supervised momentum, scalping and reference bots with crash restart, duplicate-signal prevention, startup reconciliation, DST-safe scheduling and environment-based secrets.
- 5-minute 9/21 EMA momentum with session VWAP confirmation, 8–13-symbol watchlists, alerts and independent Alpaca price checks.
- SPY/QQQ and large-cap 1DTE runners, a QQQ 0DTE fixed-dollar scalper, and a SPY 15-minute ORB engine for defined-risk credit spreads.
Quant methods & validation
- Modeled next-bar fills, stop-before-target ordering, slippage, expiry selection and missing-data skips using Alpaca 1-minute and 5-minute option bars.
- Implemented Black–Scholes pricing, bisection-based implied volatility, Greeks, vertical-spread payoff geometry and risk-constrained sizing.
- Produced trade ledgers, equity curves, parameter sweeps, walk-forward reports, bootstrap Monte Carlo analysis and live-versus-paper comparisons.
PythonAlpaca REST/WebSocketyfinancePandasNumPyRailway
Research result shown before full slippage and out-of-sample validation. Paper trading only; not presented as live performance or financial advice.