Hi, I've implemented a clean, elegant codebase to detect when there are opportunities to trade a volatility skew for a particular option chain (across many index symbols). Does anyone have interest in helping me QA the product (check some of its outputs). I've implemented the algorithms as described by Lawrence McMillan in "McMillan on Options". Any thoughts greatly appreciated. Thanks, Jonathan
So that would fall into category a). I am happy to share with you a sampling of the output and you can verify if it is quality or not for yourself.
Hi Jonathan, I am certainly interested in your work. It might be something that adds value to my open-source backtesting engine, TuringTrader: https://www.turingtrader.org/ Please PM me. Cheers, Felix