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lyndskg committed Dec 28, 2023
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Expand Up @@ -279,46 +279,97 @@ __6. <ins>Logging and Documentation</ins>:__
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## Roadmap


**Week 1-2: Research and In-Depth Planning**

- Immerse yourself in GraphQL principles, dissecting query structure and response formats.
- Gain a deep understanding of the Investopedia trading game API, exploring available endpoints and data structures.
- Define project scope, objectives, and success criteria.
- Craft a meticulous roadmap, delineating architectural considerations and design strategies.

**Week 3-4: Architectural Blueprint**

- Architect a modular and scalable library design, encompassing modules for query construction, request dispatch, response processing, and error handling.
- Define the class hierarchy and data models, aligning them with GraphQL paradigms.
- Select appropriate third-party libraries for HTTP communication and GraphQL parsing.

**Week 5-6: Core Functionality Implementation**

- Develop core mechanisms for sending GraphQL requests to the Investopedia API, emphasizing robustness and efficiency.
- Concentrate on programmatically generating complex and valid GraphQL queries.
- Establish an elegant error-handling framework to gracefully manage unforeseen scenarios.

**Week 7-8: Response Handling and User Interaction**

- Implement comprehensive mechanisms for parsing and processing diverse responses from the API.
- Construct an intuitive and user-centric interface that abstracts the intricacies of GraphQL operations.
- Enable developers to tailor queries to specific needs and seamlessly manage authentication tokens.

**Week 9-10: Comprehensive Documentation and Debugging Strategies**

- Produce thorough documentation covering both technical intricacies and practical usage of the library.
- Address common pitfalls, provide troubleshooting techniques, and offer practical debugging strategies.
- Augment the documentation with annotated code examples, illustrative diagrams, and real-world scenarios.

**Week 11-12: Rigorous Testing, Refinement, and Packaging**

- Subject the library to rigorous testing across various usage scenarios, ensuring robustness and performance.
- Incorporate feedback from testing phases to enhance code quality and optimize performance.
- Package the library for distribution, accompanied by well-structured installation instructions and usage guidelines.
## Roadmap

### Phase 1: Research and Understanding (Estimated Time: 15 hours)
1. Study Black-Scholes Model (5 hours):
- Dive into academic papers, online resources, and books to understand the mathematical foundations of the Black-Scholes model.
- Familiarize yourself with the Black-Scholes formula, its assumptions, and risk-neutral pricing.
2. Explore Additional Concepts (5 hours):
- Delve into option Greeks (delta, gamma, vega, theta, rho), implied volatility, and the Heston model.
- Gather insights from advanced topics such as calibration procedures, Monte Carlo simulation, and sensitivity analysis.
3. Resource Review (5 hours):
- Explore online tutorials, courses, and books recommended in the project description.
- Investigate GitHub repositories like QuantLib for practical implementations.
- Summarize key learnings and resources for quick reference.

### Phase 2: Project Setup and Planning (Estimated Time: 10 hours)
1. Define Project Structure (3 hours):
- Plan a directory structure for your project (e.g., src, include, test, docs).
- Decide on file naming conventions and coding standards.
2. Identify Main Components (3 hours):
- List the main components/modules required for the Black-Scholes model, option Greeks, and Heston model integration.
- Define interfaces between components.
3. Setup Version Control (4 hours):
- Initialize a Git repository for version control.
- Create a .gitignore file to exclude unnecessary files.
- Commit the initial project structure.


### Phase 3: Basic Implementation (Estimated Time: 30 hours)
1. Implement Black-Scholes Basics (15 hours):
- Implement the Black-Scholes formula for European options in the "src" directory.
- Develop necessary formulas and calculations for option pricing.
2. User Input Handling (8 hours):
- Implement user input functionality for option parameters.
- Validate and sanitize user inputs to ensure correctness.
3. File Input Handling (7 hours):
- Develop functions to read option parameters from external files (e.g., CSV).
- Handle errors gracefully and provide meaningful error messages.


### Phase 4: Advanced Features (Estimated Time: 40 hours)
1. Option Greeks Calculation (15 hours):
- Extend the implementation to calculate option Greeks: delta, gamma, vega, theta, and rho.
- Ensure accurate and efficient calculations.
2. Enhanced Black-Scholes Pricing Models (15 hours):
- Implement implied volatility calculation in the Black-Scholes model.
- Incorporate Heston model equations for pricing.
3. Calibration Procedure (10 hours):
- Develop a calibration procedure to estimate Heston model parameters based on market data.
- Implement optimization algorithms (e.g., gradient descent) for parameter fine-tuning.

### Phase 5: Additional Features (Estimated Time: 35 hours)
1. Volatility Surface Calculation (15 hours):
- Implement functions to calculate the implied volatility surface using the Heston model.
- Visualize the surface using plotting libraries (e.g., Matplotlib).
2. Monte Carlo Simulation (10 hours):
- Develop Monte Carlo simulation for generating random paths based on the Heston model.
- Ensure realistic simulations for both asset price and volatility.
3. Historical Volatility Analysis (10 hours):
- Integrate functionality to calculate historical volatility based on historical price data.
- Implement data analysis tools for insights.

### Phase 6: Testing and Validation (Estimated Time: 20 hours)
1. Unit Testing (10 hours):
- Implement comprehensive unit tests for each component.
- Use a testing framework (e.g., Google Test) to automate tests.
2. Validation (10 hours):
- Validate the entire program against established pricing models.
- Compare results with known Black-Scholes and Heston model outcomes.


### Phase 7: Documentation and Optimization (Estimated Time: 20 hours)
1. Create README and Documentation (10 hours):
- Document the project overview, features, and usage in the README.
- Write detailed documentation for each feature, including examples.
2. Code Comments (5 hours):
- Add comments to your code for clarity and context.
- Ensure that the codebase is well-documented for future reference.
3. Optimization (5 hours):
- Optimize the performance of the option pricing calculations.
- Document performance improvements achieved.

### Phase 8: Visualization and Finalization (Estimated Time: 15 hours)
1. Visualizations (10 hours):
- Enhance the project with visualizations using plotting libraries.
- Plot option prices, implied volatility surfaces, Greeks, or other relevant metrics.
2. Finalize Documentation (5 hours):
- Review and finalize all project documentation.
- Ensure consistency and completeness.

### Phase 9: Share and Showcase (Estimated Time: 10 hours)


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