针对期权波动率交易类策略设计的应用模块,支持波动率曲面实时跟踪、期权组合持仓希腊值风控、Delta自动对冲算法、电子眼波动率执行算法、情景分析压力测试等功能。
安装环境推荐基于3.0.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_optionmaster
或者下载源代码后,解压后在cmd中运行:
pip install .
This project forked from vnpy/vnpy_optionmaster
VeighNa框架的期权波动率交易模块
Home Page: https://www.vnpy.com
License: MIT License
针对期权波动率交易类策略设计的应用模块,支持波动率曲面实时跟踪、期权组合持仓希腊值风控、Delta自动对冲算法、电子眼波动率执行算法、情景分析压力测试等功能。
安装环境推荐基于3.0.0版本以上的【VeighNa Studio】。
直接使用pip命令:
pip install vnpy_optionmaster
或者下载源代码后,解压后在cmd中运行:
pip install .
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