Hello all,

    I’m looking to build a python application that can model gamma curves, delta curves, as well as Vanna and gamma exposure.

    I trade futures and have a good quantitative system for finding entries, I just want to model my options info for better dynamic hedging.

    Any particular library, or direction to go in?

    Thanks

    Python gamma/delta curve build
    byu/Mr_Archy_Flex inoptions



    Posted by Mr_Archy_Flex

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