A professional-grade Python application for backtesting SPX options strategies against historical data. Features a full Tkinter GUI, multi-strategy comparison, institutional-quality analytics, and a ...
When you're trying to get the best performance out of Python, most developers immediately jump to complex algorithmic fixes, using C extensions, or obsessively running profiling tools. However, one of ...
Motivation The Black-Scholes model assumes constant volatility, a convenient fiction that breaks immediately when you look at real option prices. Implied volatility varies across strikes (skew) and ...