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 mis#, 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 mis# 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 #.

License

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