Skip to content

Releases: 556isback/optionCombo

v0.2.0

14 Dec 08:24
f57e7df
Compare
Choose a tag to compare
  1. 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.

  2. 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.

v0.1.4

30 Jul 11:34
a50bbfd
Compare
Choose a tag to compare
v0.1.4 Pre-release
Pre-release

reduce redundant code and calculation

v0.1.3

18 Jul 08:26
8744b79
Compare
Choose a tag to compare
v0.1.3 Pre-release
Pre-release

restructure code
remove unnecessary calculation
update example

v0.1.2

02 Jul 06:16
14f1984
Compare
Choose a tag to compare
v0.1.2 Pre-release
Pre-release

bump computation speed

v0.1.1

24 Jun 07:53
3190267
Compare
Choose a tag to compare
v0.1.1 Pre-release
Pre-release

add support for whether to sell or buy the corresponding options.

v0.1.0

18 Jun 06:00
e83542e
Compare
Choose a tag to compare
v0.1.0 Pre-release
Pre-release

its ready to use, could be buggy though.
you are welcome to create an issue if you encounter any problem.