Hi everyone~

Greetings from a newbie to the community. 

I'm working on developing a strategy to trade on option volatiliy. The essencial idea is to build long short straddle portfolio based on normalized Implied Volatility (e.g IV/HV and IV %-ile). Looking for a coder highly proficient in Python and QC infrastracture to team up. Pls. contact me if anyone is interested. Cheers!