Volatility arbitrage trading system with delta-neutral options, backtesting, live trading, and comprehensive Greeks management.

active investing

Automated volatility arbitrage engine exploiting rough volatility mispricing in short-dated equity options. Combines Monte Carlo pricing with Gaussian HMM regime detection to trade only during calm markets. Connects to Interactive Brokers for live/paper trading with full validation suite.

Profitable algorithmic trading system achieving 10-15% monthly returns through volatility arbitrage. Automatically identifies mispriced options strategies using real-time broker data scraping and executes market-making positions. Proven track record of consistent profitability.