Options Analytics & DigitalAsset Breakout Alert Platform

Customer

Challenge

Data Completeness and Rapid Prototyping

• Data completeness & shape. Pull full option chains (expiries/strikes), Greeks, and impliedvolatility metrics with consistent symbol mapping and timestamps, suitable for storage or immediate UI use—without embedding any clientspecific screening logic.
• Derived analytics. Compute volatility ranks/percentiles and yield metrics in a way that’s explainable and portable into various frontends.
• Digitalasset alerting. Stand up a generic breakout detector on a standard marketdata provider, with clear thresholds and optional volume gates—kept configurable and free of proprietary entry/exit rules.

Solution

Lean Squad Delivery of Data Plane and Alert Prototype

Approach: A lean squad—Tech/Quant Lead, Data Engineer, Frontend–facing Analyst, and QA—built the options data plane first, then iterated on the digitalasset alert prototype using the same packaging conventions.

Options analytics framework

API ingestion: Retrieve chains, Greeks, and impliedvolatility fields via a broker API; normalize to tidy data frames with symbol metadata. (No clientspecific screens or symbols disclosed.) Derived fields: Compute volatility rank/percentile and annualized yield metrics, plus listfriendly sort keys for UI watchlists. (Exact formulas and thresholds omitted.) UIready outputs: Emit JSON/CSV with stable keys so a web/desktop frontend can render watchlists, detail panes, and filters without backend rewrites.

Digitalasset breakout alert prototype

Data source: Use a generic marketdata provider for price/volume time series. (Provider names removed.) Signals: Configurable breakout rules on rolling windows with optional volume gating and simple ranking (magnitude/persistence). (Thresholds and ranking coefficients removed.) Artifacts: Lightweight CSV/JSON outputs and alert hooks designed to feed future UI components—no automated trading included.

Collaboration for productization

Provided API/JSON specs, sample pages, and data contracts for frontend collaborators, enabling rapid UI evolution without changing the backend pipeline. (UI details generalized.)

Technologies & tools

Process

1. Scope & parity targets: Define required option fields (chains, Greeks, IV) and derived analytics (volatility ranks/percentiles, yields).
2. Broker integration: Implement ingestion + normalization; validate via spot checks; draft JSON/CSV schemas for UI.
3. Derived metrics & watchlists: Compute volatility ranks/percentiles and yield-oriented ranks; produce example watchlists. (Exact formulas omitted.)
4. Digital-asset prototype: Implement breakout detector on generic feeds; add ranking/volume gates; deliver alert outputs. (Provider and thresholds removed.)
5. Handoff: Docs, data contracts, and example UI stubs for continued product development—no trading rules attached.

Results

• Reusable Options Core: Reusable optionsanalytics core (chains, Greeks, volatility ranks/percentiles, yield metrics) ready for dashboards or further research.
• UI-Friendly Outputs: UIfriendly outputs enabled partners to prototype frontends quickly without exposing trading logic.
• Multi-Asset Prototype: The digitalasset alert provided a fast path to test product ideas without automated execution.

Note: Both components are analytics/information systems; they are not trading advice and do not include client strategies or parameters.