ih2502mk

Lecture 1: Introduction to Research — [📝Lecture Notebooks] [▶️Video]
Lecture 2: Introduction to Python — [📝Lecture Notebooks] [▶️Video]
Lecture 3: Introduction to NumPy — [📝Lecture Notebooks] [▶️Video]
Lecture 4: Introduction to pandas — [📝Lecture Notebooks] [▶️Video]
Lecture 5: Plotting Data — [📝Lecture Notebooks] [[▶️Vide

moondancecrypto

import os
import sys 
argvs = sys.argv  
from datetime import datetime, timedelta, timezone
import json
import pytz
import pandas as pd 
import ciso8601

# For FtxClient ----------------------------------------

wilsonfreitas

#' Computes option price via Black-76 formula.
#'
#' Black-76 formula implementation, pricing european options.
#'
#' @param type 'call' for call option, any other value for put.
#' @param future current future price.
#' @param strike the strike price.
#' @param time time to option expiration in years.
#' @param rate the risk-free interest rate.
#' @param sigma volatility of the future price.