Option Arbitrage
This repository includes the Notebook, which entails identifying arbitrage opportunities and acting on them, a seperate Python file used to perform the Black Scholes calculations and a datafile.
The options and stocks can be mispriced relative to each other (Black Scholes), and if you trade on this arbitrage correctly there is (small) margin to be made. Arbitrage options trading is a market-neutral strategy that seeks to neutralize certain market risks by taking offsetting long and short related securities.