Algo Trading
Fine-Tuning ETH Options Bot: Adding RSI-Based Assignment Logic
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After two weeks of live testing and iteration, we made another meaningful upgrade to our algo trading bot.
For the past 14 days, the Terramatris ETH options engine has been running continuously in production, managing short-duration ETH put strategies on Bybit.
So far, results have been encouraging: the bot has maintained a 100% win rate during the initial live testing period while automatically managing expiries, scanning new opportunities, rolling winning positions forward, and tracking performance metrics in real time.
But despite the strong early performance,…
1 DTE ETH Options Trading Bot For Bybit
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We have started building a 1 DTE ETH options trading bot for Bybit, with the flexibility to extend to Deribit and potentially any exchange that offers an options chain and API access.
Bybit is the primary focus, as it’s where most options trading for the Terramatris crypto hedge fund currently takes place.
In the early days of Terramatris, the options strategy was entirely manual. I focused on trading 1 DTE Ethereum options, primarily selling far out-of-the-money contracts with very low delta.
Over roughly a one-year period, the performance was surprisingly consistent.…