GitHub - quantgalore/spx-vol-engine: Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

Repository navigation

spx-vol-engine

Public

Notifications
Fork (12)
Star (14)

About

Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

Activity

14 stars

5 watching

Name		Name	Last commit message	Last commit date
ndx-option-engine.py		ndx-option-engine.py
option-pricing.py		option-pricing.py

About

Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galore (The Quant's Playbook @ Substack)

Activity

14 stars

5 watching

12 forks

Report repository

Navigation Menu

Repository navigation

About

About

Releases

Packages

Contributors

Languages

Latest commit

History

Folders and files

About

Stars

Watchers

Forks

Releases

Packages

Contributors

Languages