Option volatility trading application for vn.py quant trading framework.
Project description
vn.py框架的期权波动率交易模块
说明
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
安装需要基于2.6.0版本以上的VN Studio。
直接使用pip命令：
pip install vnpy_optionmaster
下载解压后在cmd中运行
python setup.py install
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