Adjusting-short-straddle-Quant-bot- Algorithmic implementation of my invention , automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market Skills Used - Finance , Options and Derivatives , Options Trading Strategies , Market neutral stratergy , Delta hedging , Quantitative Finance (Quant) , Python About the project - The above GIF shows an algorithm automatically trading options so that the P/L graph stays in the profit zone even if the underlying stock price leaves the breakeven points region . Traditional Short straddle is a market neutral stratergy (delta approx 0 ) meaning that we gain money if the stock moves sideways , i.e. does not go too much up or down . It has more than 50% chance theortically , since points closer to the current spot position have higher chances compared to the farther points . This strategy also has a positive theta due to selling of a call and a put , meaning that stock maintaining its position inside the pyramid will also lead to earning money , since the premium of the options has extrinsic value too . [

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