Trading index options requires mathematical precision, data analysis, and backtesting. I developed Nifty Strats — a modular Python options analysis toolkit engineered specifically for NIFTY 50 trading.
Toolkit Capabilities
- 30+ Signal Generators: Implements moving average crossovers, RSI+Bollinger squeezes, VWAP reversals, Supertrend, and harmonic pattern detectors using a standardized Abstract Base Class interface.
- NSE Option Chain Visualizer: Dark-themed interactive option chain viewer with real-time Open Interest (OI) bars, Implied Volatility (IV), Max Pain calculation, and Put-Call Ratio (PCR) analysis.
- Black-Scholes Options P&L Calculator: Multi-leg option payoff visualizer supporting custom legs, multi-date time decay analysis, and Greeks heatmaps.
- LSTM Directional Model: Deep learning direction classifier in PyTorch trained on NIFTY OHLCV and macro indicators (India VIX, USD/INR) with walk-forward validation.