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Module synth

Module synth 

Source
Expand description

Synthetic vertical / iron-condor candidates from BS + VIX IV.

Structs§

SynthCondor
SynthVertical

Functions§

pick_expiry
Next Friday on or after from with DTE in [dte_min, dte_max] relative to today.
pick_iron_condor
pick_vertical
vertical_passes_entry_gates