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Buy SPY Single

I have never automated a strategy and want to write the following rule.

I want to select a SPY Call to Buy. It should have a strike closest to a delta of 50 and be between 0-10 days from expiration.

Assistance is greatly appreciated.

Here is the template I have started with.
https://www.quantopian.com/algorithms/568878bd99e1dc1d1a000335

3 responses

Unfortunately, Quantopian does not support trading stock options - https://www.quantopian.com/faq#data

Do you know who might?

If you are asking who has a stock option backtesting framework with ability to live trade as well, i don't know. Trading itself is supported by many brokers and client apps. Depends on how complex your strategy is too.