Generate option strategies #17
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- User should have the ability to create a strategy using defined and common option strategies
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made some comments in examples/generate_strategies.ipynb. I realize now this is difficult to view in GitHub. Might be easier to view/comment on Jupyter notebook |
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| def generate_strategies( |
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This function name is misleading. And the most common options strategies are missing. Iron condor, butterfly, strangle, straddle, naked call, naked put are some that come to my mind.
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I did not like much this module name. It's excessively generic and seems to imply that implementeing strategies requires using it. Perhaps something like common_strategies.py or a name that clearly indicates it's a helper module already implementing common strategies would be better.
I took a look at Jupyter. I found it weird that some strategies had a 100% probability of profit; I would need to verify the data that was provided as input. Although this can happen, it only occurs in very specific situations. |
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