Trading Helper
Hi Everyone #C0ALYB64NDP! I'm a day trader and used this competition as an opportunity to automate a chunk of my daily pre-market preparation routine. Every morning before the market opens I need to check volatility conditions and convert QQQ option levels into NQ futures equivalents. This was a manual process — now it's a single pipeline run. The pipeline fetches end-of-day OHLCV data for QQQ, NQ futures, VIX, and VVIX from yfinance, stores it in a local DuckDB database, and feeds an interactive Streamlit dashboard where I can: • See the current VVIX/VIX ratio with an automatic regime signal (low = peak stress / turning point, mid = neutral, high = calm before the storm) • Track VIX and VVIX trends over time • Compare the NQ Average Daily Range alongside the VVIX/VIX ratio to spot whether elevated ratios predict wider ranges • Use a QQQ → NQ Level Calculator that converts option levels (support, resistance, HVL) into NQ equivalents with one paste The pipeline has three layers, all orchestrated by Bruin: 1. Raw — Python asset that fetches OHLCV data with an incremental append strategy (backfills history on first run, then only pulls new dates) 2. Staging — Python asset that joins all four symbols on trade date and validates data completeness 3. Mart — SQL asset that computes the NQ/QQQ ratio, VVIX/VIX ratio, and ADR GitHub: Feel free to try it out if you are into that kind of stuff :wink: