Open MysticDakra opened 1 year ago
Describe the Strategy Hypothesis: There's a certain weekly upside call delta that for some reason the market always tends to "settle" to.
Research Needed Analyze Historic Delta Data https://github.com/IV-League-DAO/option-trading-simulator/issues/9
Tasks Use the steps above to create a strategy utilizing the Historic Delta Data
When is it considered Done? If we can utilize the Historic Delta data for this and there is a pattern create a strategy around this
Assignees Needs: Financial trader / expert - write paper algorithm for this
Describe the Strategy Hypothesis: There's a certain weekly upside call delta that for some reason the market always tends to "settle" to.
Research Needed Analyze Historic Delta Data https://github.com/IV-League-DAO/option-trading-simulator/issues/9
Tasks Use the steps above to create a strategy utilizing the Historic Delta Data
When is it considered Done? If we can utilize the Historic Delta data for this and there is a pattern create a strategy around this
Assignees Needs: Financial trader / expert - write paper algorithm for this