Releases: 556isback/optionCombo
Releases · 556isback/optionCombo
v0.2.0
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A new metric, "loss_extended_std", has been introduced. This metric measures the slope of the loss tail of the payoff curve. It is beneficial for identifying combinations that present limited risk.
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Added the calculation of futures into consideration. To incorporate future contracts into the combination loop, the parameter "includeFutures=True" should be added to the "option_model" method.