Introduction

This book presents a concept of developing an automated system tailored specifically for options trading. It was written to provide a framework for transforming investment ideas into properly defined and formalized algorithms allowing consistent and disciplined realization of testable trading strategies.

Extensive literature has been published in the past decades regarding systematic, algorithmic, automated, and mechanical trading. In the Bibliography of this book, we list some of the comprehensive works that deserve special attention. However, all books dedicated to the creation of automated trading systems deal with traditional investment tools, such as stocks, futures, or currencies. Although the development of options-oriented ...

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