Name		Name	Last commit message	Last commit date
prices		prices
results		results
.gitignore		.gitignore
README.md		README.md
app.ipynb		app.ipynb
backtest.py		backtest.py
requirements.txt		requirements.txt

Repository files navigation

(Jupyter Notebook)

(Jupyter Lab)

Iron Condor with Delta Hedging - Backtest

AppleDaily20200713

Backtest performance on Iron Condor with and without Delta Hedging.

About

No description or website provided.

backtesting delta-hedging etf iron-condor maximum-drawdown options options-selling options-strategies sharpe-ratio stock stock-market

4 stars

1 watching

Report repository

Releases

Packages

Used by

Contributors

Languages