Python & Quantower Option Strategies
Budget: ₹37,500 – ₹75,000 INR
I need production-ready code that trades non-directional option straddle and strangle setups, with full adjustment logic, across both the Indian derivatives segment (index and every F&O-listed stock) and the main crypto pairs on leading exchanges. Development has to progress in parallel for two environments: plain-vanilla Python (for back-testing and automation via REST/WebSocket APIs) and a Quantower custom strategy module for live deployment.
Core expectations
• A single, clearly organised Python package that can:
– Pull option chain data in real time,
– Calculate Greek-based risk metrics,
– Fire entry, partial exit, and adjustment orders according to parameters I will share,
– Log trades to a CSV or database for later analysis.
• A Quantower script mirroring the same logic, with parameter fields exposed in the UI so I can tweak strikes, time filters, and adjustment thresholds on the fly.
• Brief but complete documentation and a quick video walkthrough showing both versions operating on demo data.
The code must be modular enough that I can slot in new exchanges or brokers without touching the core strategy engine, and I should be able to turn individual legs on or off for testing. Clean, readable style (PEP-8) and sensible error handling are mandatory.
If this is clear and you’ve already built exchange adapters or option algos before, let’s get started—I’d like to review an initial prototype within a week.
Core expectations
• A single, clearly organised Python package that can:
– Pull option chain data in real time,
– Calculate Greek-based risk metrics,
– Fire entry, partial exit, and adjustment orders according to parameters I will share,
– Log trades to a CSV or database for later analysis.
• A Quantower script mirroring the same logic, with parameter fields exposed in the UI so I can tweak strikes, time filters, and adjustment thresholds on the fly.
• Brief but complete documentation and a quick video walkthrough showing both versions operating on demo data.
The code must be modular enough that I can slot in new exchanges or brokers without touching the core strategy engine, and I should be able to turn individual legs on or off for testing. Clean, readable style (PEP-8) and sensible error handling are mandatory.
If this is clear and you’ve already built exchange adapters or option algos before, let’s get started—I’d like to review an initial prototype within a week.