commit 340d4caa9e5573bc5f4e25146c1a915d581e0389 Author: brian Date: Sun Feb 27 21:33:14 2022 -0500 Initial commit diff --git a/README.md b/README.md new file mode 100644 index 0000000..4e631bc --- /dev/null +++ b/README.md @@ -0,0 +1,3 @@ +# calendar-optimizer + +Options Calendar-spread optimizer, based on projected underlying price range and IV smiles at different expiries. \ No newline at end of file