TraderMac

TraderMac is a sophisticated trading platform focused on options trading. It integrates various financial data sources to provide real-time analysis, trading signal generation, and portfolio management, specifically tailored for options trading.

Features (see TODO section for more coming features)

• Modeling options contracts including calls and puts.
• Functions to calculate options value, risk metrics (delta, gamma, theta, vega), and execute trades.
• Integration with external data sources for real-time market data.
• A backtesting environment to simulate trading strategies on historical data.
• Portfolio management capabilities to track and manage trading activities.

Getting Started

Prerequisites

• Go (version 1.16 - 1.21)
• PostgreSQL
• Access to financial data APIs (e.g., Alpha Vantage)

Installation

1. Clone the repository:

   git clone https://github.com/yourusername/tradermac.git

2. Navigate to the project directory:

   cd tradermac

3. Install dependencies (if any):

   go get ./...

4. Set up the environment variables:

   • DATABASE_URL: Your PostgreSQL database URL.
   • ALPHAVANTAGE_API_KEY: Your API key for Alpha Vantage.

5. Run the application:

   go run main.go

Configuration

• Configure database and API credentials in .env file or as environment variables.

Usage

For now, I am using a dummy portfolio to backtest the model.

TODO

• Model an Options Contract
• Implement data fetching from Alpha Vantage
• Create database schema for options data
• Develop functions for options valuation and risk management
• Build a backtesting environment for strategy testing
• Implement portfolio management features
• Integrate real-time data fetching from Yahoo Finance
• Refine GetOptionBySymbol function to ensure accurate data retrieval
• Implement comprehensive error handling and logging
• Optimize performance for high-frequency trading scenarios
• Conduct thorough testing of all components
• Deploy the application in a cloud environment
• Test in a live environment
• Find a way to replace all const components with dynamic implementations, in trade.

Resources

Resources I must remember to consume later live here.

1. Awesome Systematic Trading