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AnthonyFJGarner/Options_Vix_Range_Trading.ipynb

Last active March 20, 2023 00:12
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  1. AnthonyFJGarner revised this gist Dec 13, 2018. 1 changed file with 2 additions and 0 deletions.
    2 changes: 2 additions & 0 deletions Options_Vix_Range_Trading.ipynb
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    Original file line number Diff line number Diff line change
    @@ -1780,6 +1780,8 @@
    " call_allocation = 0.06\n",
    " bond_allocation = 0.94\n",
    " else:\n",
    " put_allocation = 0.00\n",
    " call_allocation = 0.00\n",
    " bond_allocation = 1\n",
    "\n",
    " put_position = round((equity_curve * put_allocation) / row.put_price,\n",
  2. AnthonyFJGarner created this gist Dec 13, 2018.
    4,132 changes: 4,132 additions & 0 deletions Options_Vix_Range_Trading.ipynb
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