Overview
A fully autonomous options trading system that scans the market daily for mean reversion opportunities, executes trades automatically via broker API, and monitors positions in real time. From signal detection to order placement to exit management — no human intervention required.
The Challenge
Manual options screening is slow and emotional. Mean reversion strategies require disciplined, consistent scanning and execution across dozens of tickers — exactly the kind of work that should be automated end-to-end.
What I Built
- 5-condition signal engine — Bollinger Bands outside Keltner Channels, opposite candle confirmation, RSI extreme, ADX trending down, and volume validation must all fire simultaneously
- Autonomous trade execution — signals cache overnight, then auto_trader executes debit spreads at market open via Tradier API, finding optimal strikes and sizing positions automatically
- Position monitoring — runs every 30 minutes during market hours checking 50% stop loss and 95% profit targets, exits positions automatically
- Risk management enforced by code — 70% cash reserve, max 5 concurrent positions, dynamic spread width scaling with account equity
- Flask dashboard showing current signals, open positions, account balance, and historical accuracy
- TA-Lib integration computing indicators across 42 tickers via daily cron
Tech Stack
Python, Flask, TA-Lib, Tradier API, NumPy, Pandas, LXD containers, Cron scheduling