This project provides a Python-based framework for researching and executing a short-term options reversal strategy via paper trading.
The `Reversal3.3.ipynb` notebook implements a quantitative options strategy targeting short-term reversals in stocks or ETFs after significant intraday drawdowns. It incorporates universe selection, historical recovery probability analysis, and staged optimization for call-buying setups. Users can backtest the strategy and monitor its performance through live paper trading, complete with real-time equity and position tracking.
This project provides a Python-based framework for researching and executing a short-term options reversal strategy via paper trading.
Quantitative traders and researchers interested in developing or experimenting with systematic short-term options reversal strategies.