Options Trading using Artificial Neural Network and Algorithmic Trading

Options trading is a process of speculating the strike price of an underlying security or index on the expiration date. To finalize the options contract, a trader pays a small percentage as premium. This paper is to maximmize the profits of trader and minimize their loses which is generally manual based process, but this research paper helps integrates finance with technology. It fills the gap between the implementation of deep learning and algorithm trading, with option trading. We have named this model as Option Trading Prediction Model (OTP). This paper can be referred to develop an option trading tool or platform. The paper contains the information in the following manner, Introduction, describes an overview of Model Features, followed by an overview of Evaluation which includes data collection and preprocessing. Later on, discusses Model training and about the modelling and prediction.