systematic-options-volatility-trading

This is a project development to design, build, backtest, and deploy a systematic options volatility trading strategy in a modular C++ framework.

The project is a simple strategy pattern architecture designed for scalability and clarity which separates:

• Data handling
• Derivatives modeling
• Strategy logic
• Trade execution

Project architecture:

VolatilityTrading/
├── CMakeLists.txt
├── include/
│ ├── data/
│ │ ├── market_data.h
│ │ └── option_data.h
│ ├── models/
│ │ ├── black_scholes.h
│ │ ├── volatility_forecast.h
│ │ └── risk_management.h
│ ├── strategy/
│ │ ├── strategy.h
│ │ └── implied_vol_strategy.h
│ ├── utils/
│ │ ├── date_utils.h
│ │ └── math_utils.h
├── src/
│ ├── data/
│ │ └── data_loader.cpp
│ ├── models/
│ │ ├── black_scholes.cpp
│ │ ├── volatility_forecast.cpp
│ │ └── risk_management.cpp
│ ├── strategy/
│ │ └── implied_vol_strategy.cpp
│ ├── utils/
│ │ ├── date_utils.cpp
│ │ └── math_utils.cpp
├── data/ // For storing historical data
├── logs/ // For logging trading activity
├── tests/ // Unit tests
│ ├── models/
│ │ └── black_scholes_test.cpp
└── README.md

License

This project is licensed under the MIT License.