algobulls / algobulls/pyalgostrategypool
Taking positions in options based on underlying futures data
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- Dominant language
- Python
- Stars
- 154
- Forks
- 64
- PR merge metrics
- No merged PRs in 30d
Description
How can one initiate options positions relying on the underlying futures value?
For instance, if the 14-day Relative Strength Index (RSI) of Nifty Futures exceeds 70 and candle close is above pivot point, consider establishing positions in Nifty options that are trading at a premium of around 100
Is it possible, if yes, can someone provide an example strategy?
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
The issue names no files, tests, or strategy entry points to inspect. First clarify whether the request is for an example strategy or a platform capability, including how futures RSI, candle close, pivot point, and option premium should be evaluated. Done would require an agreed scope and a reproducible strategy example or implementation target.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 15/100