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jmholzer
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probabilistic
Generate probability curves for the future price of publicly traded securities using options chain data.
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Future feature: generating IV smile using delta instead of strike price
#5
tyrneh
opened
1 year ago
0
Add volatility smile calculation
#4
jmholzer
closed
1 year ago
1
Create CSV options data ingestion system
#3
jmholzer
closed
1 year ago
0
Interpolate discrete IV values to create continuous IV smile
#2
jmholzer
closed
1 year ago
1
Research discrete IV values' interpolation strategy
#1
jmholzer
closed
1 year ago
2
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