Covered-Call Optimization Engine

2025
PythonClaude CodeNumPyPandasIBKR

Built a covered-call optimization engine that streams live options/price data from Interactive Brokers (IBKR) and recommends strike/expiration and position sizing under capital constraints. Implemented a Monte Carlo risk model to evaluate thousands of scenarios and compute expected P&L, win rate, and Value-at-Risk.

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