Options Trading Strategies in Python

Developing Options Trading Strategies using Technical Indicators and Quantitative Methods

From PyPatel·Updated June 11, 2026·View on GitHub·

I have Created code for Options Trading based on Various Trading Technical Indicators. The project is written primarily in Python, first published in 2017. It has gained significant community traction with 1,018 stars and 249 forks on GitHub. Key topics include: indicators, machine-learning, machine-learning-algorithms, options-trading, options-trading-strategies.

Options-Trading-Strategies-in-Python

I have Created code for Options Trading based on Various Trading Technical Indicators.

Volatility Index (VIX) based Strategy
Put / Call Ratio (PCR) based Strategy
Trading Index (TRIN) based Strategy
Turtle Trading based Strategy
Monte Carlo Option Pricing in C++

Still working on more advanced Strategies based on Black Scholes Merton Option Pricing. Next I will work on incorporating Time Series and Neural Networks (RNNs to be specific) to improve accuraacy (Decrease Standard Deviation from current models) and Perfomance.

LSTMs have gave me promosing results and now I am exploring advance LSTM like MD-LSTM and MiD-LSTM for better prediction and more feature inclusion.