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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