Open bradamelton opened 1 year ago
might be tricky to evaluate.
Will just have to make particulars based upon each included position
for example a long call and put has two breakevens.
Some positions do not have a breakeven, as they are always a loss.
Or we just do a full monte eval and find lowest points. That is probably dumb because this is deterministic.
might be tricky to evaluate.
Will just have to make particulars based upon each included position
for example a long call and put has two breakevens.
Some positions do not have a breakeven, as they are always a loss.
Or we just do a full monte eval and find lowest points. That is probably dumb because this is deterministic.