Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
81 documents
This script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…
This algorithm demonstrates how an options strategy helper can submit a covered put as a grouped position. It selects an option contract by closeness to the underlying price and then by expiration, constructs covered-put and protective-put strategy objects…
The algorithm constructs a call butterfly from SPX weekly index options. It queries contracts within a selected expiration range and near the underlying index level, chooses the nearest expiry, and looks for three call strikes arranged symmetrically around…
This strategy uses directional movement indicators to identify long and short entry conditions. A long signal occurs when the positive DI falls below 10 while the negative DI rises above 40; a short signal applies the reverse thresholds. The script…
This QuantConnect example subscribes to regular SPX index options and to the SPXW weekly chain. It filters the weekly contracts to strikes near the underlying price and expirations within a short horizon, including weekly listings. When the portfolio has no…
This code example shows how to attach a pricing model to an equity option subscription in a trading algorithm. It adds an option chain for a named underlying, applies an initial expiration and strike filter, then selects a finite-difference Crank–Nicolson…
The document presents a long-signal concept that combines a TTM-style volatility squeeze, a linear-regression momentum histogram, and 9- and 21-period EMAs. It looks for a squeeze state followed by two bars outside the squeeze, positive and rising momentum,…
This document presents a read-only decision-support tool that scans public options markets on Deribit, Binance Options, and OKX. It ranks candidates across four dimensions, then applies absolute filters for spread, slippage, valuation, stressed returns, and…
This intraday approach calculates a volume-weighted moving average that resets with each new day. It signals bullish when an entire candle is above the VWMA and bearish when an entire candle is below it, triggering only when that condition first appears. The…
This document explains the long straddle: buying a call and a put with the same strike and expiration, aiming to benefit from a large move in either direction. It describes the payoff shape, the limited premium loss, and the need to select a strike. It…
This intraday approach sells at-the-money calls when price is below both the 50- and 80-period moving averages, the 9-period EMA crosses below the 15-period EMA, and RSI confirms bearish momentum. It sells puts when price is above both moving averages, the…
This options example demonstrates how a strategy helper can submit a multi-leg call butterfly as a grouped order. For each expiry, it selects the available strike nearest the underlying price, then seeks lower and higher strikes at equal distances. If all…
This short-term strategy combines a fast and a slower simple moving average crossover with a longer moving average filter and Bollinger Bands. A long setup requires the faster average to cross upward through the slower one, price to remain above the longer…
This example demonstrates how to construct and trade a long strangle and its inverse using an options strategy helper. It sorts available contracts by proximity to the underlying price and expiration, then selects a call and put from a shared expiration,…
This algorithm example demonstrates how to select and open an index put butterfly using weekly SPX options. It subscribes to SPX index data and SPXW options, filters for expirations 15 to 45 days away and strikes within three increments of the underlying,…
This example shows how to subscribe to options on an equity, narrow the available contracts by strike and expiration, inspect the resulting option chain, and submit an order for a selected contract. It uses an underlying stock benchmark and logs bar and…
This script describes a rules-based options-selling signal system built around a UT Bot ATR trailing stop. A close crossing above the stop signals a put-side sale, while a cross below signals a call-side sale. Each signal also needs to pass an RSI range…
This example demonstrates how an algorithm can convert incoming security data into five-minute bars. It subscribes to SPY options with a strike and expiration filter, then listens for changes to the option chain. When securities are added, it attaches a…
This script is designed to generate short-term call and put signals for SPY and QQQ using a weighted set of technical conditions. It includes fast and slow EMA crossovers, a longer-term EMA trend filter, RSI, VWAP, volume spikes, MACD, stochastic readings,…
This Binance ETH options Wheel alternates between selling cash-secured out-of-the-money Puts while holding cash and selling covered out-of-the-money Calls while holding ETH. It selects contracts using tenor, Delta, spread, order-book depth, and minimum…
This low-frequency reversal approach combines two Bollinger Band sets with RSI. It describes bands with the same lookback but different standard deviation multipliers, then signals a buy when price closes below the wider lower band and RSI is deeply…
This example demonstrates constructing and submitting a naked call position through an options strategy helper. It selects an option contract from the available chain by sorting for proximity to the underlying price and then by expiration, before submitting…
This document describes a selective options-selling approach that combines trend, reversal, volatility, and time filters. It proposes selling calls when the longer-term trend is bearish and price is overbought at the upper Bollinger Band, and selling puts…
This example demonstrates selecting and subscribing to individual option contracts through an option chain provider. It first requests the available contracts for an equity underlying, then filters for out-of-the-money calls with expirations in a specified…