Options-tools Strategy Optimizer

According to data from Bank of International Settlements (BIS), for the first half of 2019, the total notional amounts outstanding for contracts in the derivatives market was an estimated $640 trillion. Individual investors and institutional investors often use derivatives to generate alpha or to hedge risks. 

Derivatives can be traded stand-alone, or they can be strategically combined to achieve certain goals. For example, a Bull Call Spread is designed to profit from moderate rise of the underlying stock. There are many assumptions and factors that can influence the value of derivatives. To find the best strategy, human calculation is inefficient, and the market standard, Grid Search, is too slow for real-time trades.

Options-tools strategy optimizer focuses on optimizing options strategies to find the most profitable combination given market conditions. Using near-live market data API, we are applying modern optimization techniques for our MVP. To further improve speed, parallel processing is built for users to optimize multiple strategies in one go.