Constructs a box spread (Bull Call Spread + Bear Put Spread at same strikes) where the payoff is fixed regardless of market movement. Identifies when the box is underpriced relative to its intrinsic value.
TECHNICAL DETAILS
How It Works
Scans multiple strike combinations. Calculates net premium paid vs guaranteed payoff. Executes only when net profit exceeds transaction costs. Built in Python with live market data feeds. Tested on historical data before live deployment.
STATUS
Code & Documentation
Code samples, detailed documentation, and strategy explanations will be uploaded here. Check back soon — or contact me to discuss this system directly.
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