An application module designed for option volatility trading strategies, supporting real-time tracking of volatility surfaces, Greek value wind control of option portfolio positions, Delta auto-hedging algorithm, e-eye volatility execution algorithm, scenario analysis stress test and other functions.
The installation environment is recommended based on version 3.0.0 or above of [VeighNa Studio].
Use the pip command directly:
pip install vnpy_optionmasterOr download the source code, unzip it and run it in cmd:
pip install .