Recent content by HBWTech

Thank you! You mentioned "simple instruments" in your previous post. What is our operational definition of an instrument here? Like an analytics software, or option modeling framework? I've started looking into learning about some GARCH techniques, but my knowledge of code is pretty sparse...

Those numbers simulate what the total value of the position for each parameter would be if the underlying were at that price - the middle one is the current price. Basically just summing the 4 options' delta, vega, theta, etc. at that spot price. So I held everything constant (including the DTE)...

Thanks so much! It is somewhat relieving to know that my head is at least somewhat effective in synthesizing this information, though I'm still not sure I grasp the entirety of the situation. I'll include a picture of the ToS result which is causing me grief - the middle strike is the current...

Hello, everyone. Disclaimer: I'm a rookie at the quant things I've been recently working on some strategy development and have come up against a problem that I can't seem to find a satisfactory answer to: The structure I'm brainstorming about involves creating a very deep OTM iron condor (or...