volatility-trading
Unverified Other strategy on Indices by anthonymakarewicz. BotFinder score 18 out of 100.
Systematic Volatility Research and Backtesting for equity options
Source: github
BotFinder analysis pending.
volatility-trading
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 ORATSAPIKEY, ORATSFTPUSER, and ORATSFTPPASS in .env
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
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Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)