/Project.O-ETF-Course-Sample

Project.Alphabet.O

Primary LanguagePython

Project.O

Project.Alphabet.O

What we will do

A strategy pack containing 6 / 7 different option strategies to earn money all the time.

What we need to do

Finish all 4 different milestones: https://github.com/ProV1denCEX/Project.O/milestones

Work division:

Milestone 0:

  • target selection: Frontal
  • Data Collection: Wenhan, Saurabh
  • Data Update: Saurabh

Milestone 1:

  • Platform preparation: Frontal. Prototype finished, need to be adjusted.
  • Different scenarios simu and analysis in BT. Need to explain the performance under different scenarios.
    • scenarios design: Wenhan, Saurabh
    • scenarios test & pressure test: Frontal

Milestone 2:

  • Strategy build: Frontal. Ideas and codes finished, need to be adjusted.

Milestone 3:

  • Allocation plan: Frontal. Platform finished, waiting for the result of Backtest.

Milestone 4:

  • Slides: unknown, need to be compared for each one's works before.
  • Rule book:
    • Prototype: Wenhan, Saurabh -> find a good rule book sample suitable for our project.
    • Content fill-in: All members -> Frontal needs to explain the whole project in plain words and make teamates fully understand what we've done. Then all members finish the rule book.

Project due:

2 week from final pre