{"repo":"xmootoo/OpTrade","free":true,"listed":false,"github":"https://github.com/xmootoo/OpTrade","clone":"git clone https://github.com/xmootoo/OpTrade.git","description":"A complete toolkit for quantitative research and development of options trading strategies.","language":"Python","stars":27,"topics":["deep-learning","options","quantitative-finance","quantitative-trading","time-series","alpha-research","forecasting"],"license":"MIT","category":"trading","readme_excerpt":"OpTrade 📚 Documentation       💻 GitHub       📦 PyPI OpTrade is a complete toolkit for quantitative research and development of options trading strategies. By abstracting away the complexity of data handling and experimental setup, researchers and traders can focus on what matters most: developing and testing alpha-generating ideas. Installation The recommended way to install OptTrade is via pip: Note: At this time OpTrade requires an active subscription to ThetaData API for the stocks (VALUE) and options (VALUE) packages. Example (Single Contract) Overview 🔄 Data Pipeline OpTrade integrates with ThetaData's API for affordable options and security data access (down to 1-min resolution). The framework processes NBBO quotes and OHLCVC metrics through a contract selection system optimizing for moneyness, expiration windows, and volatility-scaled strikes. 🌐 Market Environments Built-in market environments enable precise universe selection through multifaceted filtering. OpTrade supports composition by major indices, fundamental-based screening (e.g., PE ratio, market cap), and Fama-French model categorization. 🧪 Experimental Pipeline The experimentation framework supports PyTorch and scikit-learn for options forecasting with online Neptune logging, hyperparameter tuning, and model version control, supporting both online and offline experiment tracking. 🧮 Featurization OpTrade provides option market features including mid-price derivat","default_branch":null,"files":null,"tree":[],"storefront":"/r/xmootoo","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/xmootoo/OpTrade/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."}