Algorithmic Options Trading System
Live execution was disabled in recorded sessions. This Python and React tooling encodes a trader’s method, keeps uncertain order state explicit and has a public engineering write-up.
Problem
A trader’s mechanical rules need consistent execution, while uncertain broker responses and stale market data require a clear reason to stop and a way to reconstruct what happened.
Approach
Built a market-data pipeline, operator dashboard and replay engine around an append-only event log. Eleven fail-closed gates sit between strategy decisions and the broker; ambiguous submissions are reconciled against the broker’s order book before further action.
Impact
Recorded 349 strategy-built orders and zero broker submissions while live execution was disabled. These records demonstrate observe/paper-mode behavior; live-money readiness and the effectiveness of every gate remain unproven.
Key Metrics
Technologies
Links
My Role
Translated a trader’s method into software and owned the system design, verification and operator workflow, directing AI-assisted implementation. The trader owns the strategy; this is a software project, with a private source repository.