Creates a synthetic long/short futures position using options when futures premium is unfavorable. Achieves identical P&L to a futures contract but with potentially better capital efficiency.
TECHNICAL DETAILS
How It Works
Selects ATM strikes automatically. Calculates synthetic vs actual futures premium differential. Manages position through expiry or manual exit. 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.
DISCUSS THIS SYSTEM →