Options Killer Bot Python

This is a Python-based trading bot for options trading using Schwab's API and FRED API. The bot handles trade logic, delta hedging, option mispricing, and more.

Requirements

Make sure you have the following Python libraries installed:

• python-dotenv
• schwab-py
• fredapi
• numba
• httpx
• scikit-learn
• scipy
• nest-asyncio

You can install these libraries by running the following command:

pip install python-dotenv schwab-py fredapi numba httpx scikit-learn scipy nest-asyncio

Configuration

1. Create a .env file in the root directory with the following structure:

   SCHWAB_API_KEY=your_schwab_api_key 
   SCHWAB_SECRET=your_schwab_secret 
   SCHWAB_CALLBACK_URL=your_callback_url 
   SCHWAB_ACCOUNT_HASH=your_account_hash 
   FRED_API_KEY=your_fred_api_key 
   DRY_RUN=false 
   TIME_TO_REST=2

2. Create a stocks.json file in the root directory with the following structure:

[   
   { 
       "ticker": "JPM", 
       "date_index": 0, 
       "option_type": "calls", 
       "min_overpriced": 0.14, 
       "min_oi": 400.0 
   } 
]

Usage

1. Clone the repository and navigate to the project folder:

git clone https://github.com/hedge0/OptionsKillerBotPython.git cd OptionsKillerBotPython

2. Run the bot using the following command:

python app.py

Features

• Trade Execution: Executes option trades based on mispricing and open interest.
• Delta Hedging: Automatically hedges delta exposure by buying or selling shares.
• Option Chain Filtering: Filters option chains based on bid price, implied volatility, and open interest.
• Model Fitting: Fits various models (RBF, RFV) to the implied volatility data to find the best fit for pricing.

License

This project is licensed under an All Rights Reserved (ARR) license.