Long-Short Trading Algorithm

I started my research for this algorithm in October 2023 my resources for this project include: 50+ hours of youtube videos, dozens of academic research papers, lots of non academic articles and the hit classics novels: Option Volatility and Pricing and Options, futures, and other derivatives by Sheldon Natenberg and John C. Hull respectively. I eventually had an idea for a model and execution which I began to implement in Febuary 2024, it is a fully automated long-short strategy involving stocks & derivatives. The algorithm is deployed and trades live, during NYSE market hours, in a paper trading environment provided by Alpaca. There are some inefficiencies and a long list of features that are still missing but overall the algorithm is working and has succesfully executed 4000+ trades.

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NOTE: For some illiquid positions, the daily quote can fluctuate very dramatically on paper, however this is not reflective of the actual value of the position. All positions are part of a hedged strategy and the value of the portfolio in a theoretical liquidation event would not make such moves.

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