Show HN: Options Trading – Another Quantitative Risk Analysis Software
Show HN: options trading - Another Quantitative Risk Analysis Software

Hi guys. I noticed there's no open-source quantitative finance software specialized in options trading, particularly the daunting task of researching (or "backtesting") options strategies. There are a few applications for stocks but nothing for options. Nothing serious that is.

Now I'm no Louis Jean-Baptiste Alphonse Bachelier but I still do my trading for a reason: making money and a lot of them. Not though employment, God bless my employer's hearts coze I couldn't do without them, but more. A lot more. So why I post on HN? Because I'm sick of scything alone:

https://www.romaniatv.net/wp-content/uploads/2015/07/coasa_1...

For those of you who don't understand allegory, scything is a parabola for software development. Scything is fine, most of the time is done in groups (like I do it to professionally):

https://cdn.adh.reperio.news/image-3/31215556-ab98-4f62-8fa5...

I yearn for more. When I was some 15 years old and scything with my peasant grandpa, I wanted to talk about more. Mathematics, physics, universe. But there's no more, just scything. So I had to keep that other part of me for myself while scything to make ends meet.

But no more. After 15 years, I got a system that actually works and makes money. Now I could try to spend more time marketing it and selling it all by myself and by God, I will. But not all by myself if I have that option, I'm looking for a partner. Who can help me with the web stuff, I'm a math / HFT C++ guy, I don't care much about web. And my stuff is Black Rock material rather than Facebook. So here's the offer on my side:

- You provide a companion in scything and connex activities related to selling my 15 years worth of trading research culminating in a system that beats the markets as of today.

1) If we sell my system for $500k, you get 10%.

2) If we sell my system for $5M, you get 20%.

3) If we sell my system for $50M+, you get 50%.

I have a system that systematically and deterministically allows pension funds to beat the index by 2x - 4x in Sharpe ratio, with an average of 3x. But as long as you get at least $100k, it works for the individual as well. We're talking selling for $5000 a license to 100 individuals who have $100k to invest in a bulletproof system (so far as long as it doesn't become widely known) or 10 funds who have $50,000 for that license or just one hefty pension fund who can keep the intellectual property while riding the profits.

I'd like to end with a short text I copied from a Romanian freelance writers site before it succumbed to anonymity. It's a parabola about a guy who scythes for a living:

Hoja Dominte was a carpenter. He was actually a blacksmith, but in his spare time he also did carpentry and for this reason he considered himself a carpenter. Blacksmithing was something he did out of obligation, although he also liked it, but he considered carpentry to be his true vocation. However, he did carpentry extremely rarely, about once a year. Otherwise, he was completely occupied with orders from the blacksmith shop. But once a year, he leaves everything behind and starts carpentry. He never succeeded in anything, and he didn't really have any carpentry tools, but the carpenter, with or without tools, still remains a carpenter. And if someone happened to ask Dominte what his job was, he would smile disdainfully and say nothing, because he thought it was obvious on his face that he was a carpenter, and if someone didn't notice this, then it was that guy's problem, because with or without noticing it, Hoja remains a carpenter.