Options Killer Bot CPP

This is a C++ bot for options trading that is meant to speed up performance over the python implementation. The application includes custom interpolation models to analyze option chains and mispricings.

Requirements

Make sure you have the following dependencies installed:

• Eigen
• Curl
• nlohmann/json
• CMake 3.14 or later

You can install these libraries via vcpkg or your preferred package manager.

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=true 
   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/OptionsKillerBotCPP.git cd OptionsKillerBotCPP

2. Build the project using CMake:

mkdir build cd build cmake .. make

3. Run the bot using the following command:

./OptionsKillerBotCPP

Features

• 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.
• CSV Output: The bot outputs original and interpolated IV data to CSV for analysis.

License

All Rights Reserved License (ARR).

This project is licensed under an All Rights Reserved License (ARR). See the LICENSE file for more details.