Offline Algorithms in Low-Frequency Trading
If low frequency trading interests you, here's a project some people might want to check out: <a href="https://github.com/brndnmtthws/thetagang" rel="nofollow">https://github.com/brndnmtthws/thetagang</a><p>It's designed to sell option premium on major indices (like the S&P500 or NASDAQ-100) to generate mostly passive income, with a fairly reasonable risk-adjusted return. It uses a combination of strategies that involve selling naked puts and covered calls, which both have the same risk profile, but naked puts tend to have higher premiums.