New Calculation for IV

[jhirschibar]

Write a way to do the binomial tree modeling of the IV calc, or find a way to approximate it with a NN.

binomial tree method

• [ ] binomial tree calc coded in python or possibly rust
• [ ] logic to sub in this method when current method returns empty

NN approximation

• [ ] gather data from polygon or robinhood with many snapshots of quotes
• [ ] feature engineering for the NN
• [ ] train the NN

3-day to 1 week ticket optimistically

[karlie15]

DoD:

• calculate implied volatility for empty rows
• OR break out into new ticket to calculate approximate volatility

[karlie15]

See #25 for update on this ticket