Feature Request -- Reverse Stress Test

danielhstahl / -DEPRICATED-option_dashboard

https://phillyfan1138.github.io/option_dashboard/

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Feature Request -- Reverse Stress Test #7

Closed ZircXes closed 6 years ago

ZircXes commented 6 years ago

Would be interesting to setup a reverse stress test (Target a VaR, ES, or Price based on conditions) and then stressing each input to determine what would break to that level.

Method 1: Independent, single variable approach. Method 2: Correlated market movement (Scenario Probability approach).

danielhstahl commented 6 years ago

What part would be stressed? Currently the dashboard is using a single stock/option combination. Is this related to issue 8?

danielhstahl commented 6 years ago

I believe this is out of scope for this dashboard...if you disagree feel free to reopen