Option-Implied Strategy Lab

Notebook-first quant research project with a Hugging Face demo path.

Live demo: https://huggingface.co/spaces/junaid-hasan/implied-lab

Showcase assets

• notebooks/demo.ipynb: main walkthrough notebook for screen-share/demo.
• docs/slides.pdf: short slide deck version of the same story.
• docs/summary.pdf: one-page high-level project summary.

What this project does

• Pulls a single option-chain snapshot from yfinance.
• Runs no-arbitrage diagnostics (monotonicity, uneven-grid convexity, calendar).
• Extracts a risk-neutral density from filtered strikes.
• Scores simple strategy templates (long stock, protective put, collar).
• Provides a Lean bounded-loss scaffold for formal guardrails.

Repository layout

• src/option_implied_lab/: core library.
• tests/: unit + property tests.
• docs/specs/: detailed spec and architecture docs.
• docs/: presentation files including slides.pdf and summary.pdf.
• lean/: formal layer scaffold.
• app.py: Gradio app for Hugging Face Spaces.
• notebooks/demo.ipynb: primary showcase notebook.

Local run

uv sync --extra dev
uv run pytest -q
uv run python app.py

Jupyter notebooks

If you see Failed to spawn jupyter, install dev extras and run:

uv sync --extra dev
uv run jupyter lab

If needed, register kernel:

uv run python -m ipykernel install --user --name option-implied-lab