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Popular Content

Showing content with the highest reputation on 09/21/2018 in all areas

  1. 1 point
    Djtux
    I've added the calendar in the return matrix, but it's slower than other strategies as i have not optimize the code and i have only done few tests. If you hover into a cell of an individual cycle, you will see the expiries, strike and entry/exit price. Also remember that everything is based on mid price, so the entry price might be higher than what we would typically pay based on RV. Let me know if you see any bugs.
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