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At Panoptic, we recognize the power of open source code in promoting research integrity and collaboration. We strive to maintain a transparent work environment that allows us all to learn from each ot...

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Currently, code computes '1 day' as longer than a day, and also assumes an open price equal to the last close price (which is technically fine, but I think it...

What is the probability that the price touches the strike after leaving the position's range?

@guil-lambert I've only looked at this briefly so I could be totally off base, but it appears as if you are trying to sum up simple returns. Returns: ` "...

it might even make sense to define position as a class