Thanks QG for another cool article! I'm looking forward to studying it in detail, but already have one (silly) question: at the beginning, what is the rational on why you calculate the implied_odds? I.e. were did you get that little equation of implied_odds = maxloss / strike_width?
Thanks QG for another cool article! I'm looking forward to studying it in detail, but already have one (silly) question: at the beginning, what is the rational on why you calculate the implied_odds? I.e. were did you get that little equation of implied_odds = maxloss / strike_width?
MAny thanks indeed!