Scope of work: I am seeking a financially literate (derivatives trading, Black-Scholes, option greeks, binomial models) programmer. Phase 1 will be to create a simple random walk Monte Carlo (or geometric brownian motion) simulating the price of a stock with the volatility as a variable that dictates how much percentage the price can move from time1 to time2, following a log-normal distribution. Simple enough since I created a rudimentary model in google documents that does just that. The more complex part is to design a trade strategy that is based on a modified martingale which will go long/short. I have several google docs available that go into the mechanics of the strategy. Phase 2 will implement the same strategy (should it prove profitable) using theoretical options pricing models to achieve the same results as phase 1 utilizing call/put verticals and condors. Phase 3 will be a backtest of the strategy on real data.