Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

Runnable algo template for trading the Options Wheel strategy