Auto Options Spread Scan

CLIENT: MAJOR EQUITY TRADING FIRM

PROJECT TASK

•The true full automation an options trading strategy requires multiple levels of development, which was an issue for our client.

•Our client reached out to us for help on building the scan element which not only was crucial to the full automation process of trading the options strategy, but also provided an automated exportable report which could be shared daily with their clients.

PROJECT SOLUTION

•Created an automated equity options scan for credit spreads, straddles and various other option strategies.

•Set a frequency for scanning which output an automated CSV showing the various spread opportunities based on dynamic market conditions identifying specific system candidates. The raw CSV fed to the client end for automating execution.

•The CSV report was also fed by a VBA to excel to generate an output format for client which generated a dashboard report to share with their clients.

equity options scan.png