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biggestben edited this page Dec 29, 2018 · 1 revision

hey i added options to your software and added delta trading/gamma scalping as a basic strategy. its working well sometime except a couple of bugs in the statistics. looking to feed it to some neural networks im currently working on.

its not the most recent version, ill update it again in the next couple days...

if anyone is interested to help me speed the development i could help you with funding and trading ideas. ahadbi@gmail.com email me

https:// github.com/biggestben/deltahedgingbacktest

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