{"repo":"anthonymakarewicz/volatility-trading","free":true,"listed":false,"github":"https://github.com/anthonymakarewicz/volatility-trading","clone":"git clone https://github.com/anthonymakarewicz/volatility-trading.git","description":"Systematic Volatility Research and Backtesting for equity options","language":"Jupyter Notebook","stars":36,"topics":["algorithmic-trading","options-trading","quantitative-trading","volatility-trading","options","options-strategies","trading","quantitative-finance","volatility","backtesting"],"license":"MIT","category":"trading","readme_excerpt":"Volatility Trading on Equity Options This project develops and evaluates daily options-volatility strategies on index and single-stock underlyings. Research spans the full pipeline: data engineering and quality checks, implied-volatility surface modelling, volatility forecasting, and strategy backtesting. Backtests use realistic execution assumptions (bid/ask, slippage, commissions, position sizing, and risk limits) and are documented with reproducible notebooks and published reports. Notebook reports (GitHub Pages): https://anthonymakarewicz.github.io/volatility-trading/ Quickstart 1. Clone the repository: 2. Install uv and create a virtual environment (Python 3.12+): 3. Install dependencies: Primary contributor setup (editable package + dev tooling): Secondary options: - Runtime-only install (users running package code without dev tools): - Editable runtime-only install (local source edits, no dev tools): pip remains supported as a fallback if you do not want to use uv : 4. Optional: set credentials for ORATS data access: Then set ORATS API KEY , ORATS FTP USER , and ORATS FTP PASS in .env if you plan to run the ORATS download/extract pipeline. You can skip this if you are using already-prepared data or a different options data source. ORATS ETL Pipeline (End-to-End) Pipeline steps: - API download - API extract - FTP download - FTP extract - Build options chain - Build daily features - QC options chain - QC daily features Use --dry-run to validate config, paths, and credent","default_branch":null,"files":null,"tree":[],"storefront":"/r/anthonymakarewicz","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/anthonymakarewicz/volatility-trading/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}