OpTrade is a framework designed for high-frequency forecasting of alpha term structures in American options markets. The framework leverages state-of-the-art deep learning architectures specialized for time series forecasting. This project has two objectives: $(\textbf{I})$ discovering alpha term structures to analyze market microstructure dynamics across various options contracts via forecasting, and $(\textbf{II})$ translating these insights into actionable trading signals. Currently, the project is focused on completing objective $(\textbf{I})$, with objective $(\textbf{II})$ planned for implementation upon successful completion of the microstructure analysis framework.

1. DATA.md
2. Installation
3. Contact

For more details on the project, see the DATA.md file.

• Python $\geq$ 3.11
• Additional dependencies listed in requirements.txt

# Create and activate conda environment
conda create -n venv python=3.11
conda activate venv

# Install requirements
cd <project_root_directory> # Go to project root directory
pip install -r requirements.txt
pip install -e .

# Create and activate virtual environment
python -m venv venv
source venv/bin/activate  # On Windows: venv\Scripts\activate

# Install requirements
cd <project_root_directory> # Go to project root directory
pip install -r requirements.txt
pip install -e .

For queries, please contact: xmootoo at gmail dot com.