Executive Summary
High-performance quantitative trading engine and backtesting platform designed for professional traders to backtest stock rotation strategies, model option chains, and evaluate risk metrics with precision.
Architecture & Specifications
Quantitative Backtesting Engine
Zebra Options is an institutional-grade platform engineered to validate, backtest, and stress-test sophisticated equity and options rotation strategies against historical market data.
Platform Highlights
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Multi-Leg Options Strategy Modeling: Model complex multi-leg positions including Iron Condors, Strangles, Straddles, Calendars, and Diagonal Spreads with real-time Greeks sensitivity (Delta, Gamma, Theta, Vega).
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Sub-Second Historical Simulation: Ingest and compute strategy rotations against comprehensive historical market data with lightning-fast execution.
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Dynamic Candlestick & Payoff Visualizations: Integrated ApexCharts charting library displaying custom indicators, volatility bands, and interactive expiration curves.
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Algorithmic Risk Scoring: Real-time risk grading with Sharpe ratio, Sortino ratio, profit factor, and maximum drawdown metrics.
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Client & Executive Reporting: On-demand automated PDF generation with full trade logs and equity curve audits.
