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GitHub / webclinic017 / OOTM-Option-Pricing-with-Power-Laws-and-News
Uses math heuristics and formulas published in Nassim Taleb's Statistical Consequences of Fat Tails book to price OOTM options. Tries to predict whether options will be valuable based on sentiment analysis in news.
Stars: 1
Forks: 2
Open Issues: 0
License: None
Language:
Repo Size: 10.3 MB
Dependencies: pending
Created: over 3 years ago
Updated: over 1 year ago
Last pushed: over 3 years ago
Last synced: over 1 year ago
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