GitHub - arthursolwayne/Triplex: Three-Factor Statistical Model for Index Options

Triplex: Capturing the Index Option Liquidity Premia through Three-Factor Statistical Model

Theoretical basis / explanation of the edge: https://gammaconvexity.com/triplex.html

Tools/Languages: Python, Excel, ThinkScript

Python Packages: numpy, pandas, xlwings, pyautogui, PIL

Data Sourcing and Processing: thinkorswim RTD server

Execution: Tastyworks API

Name		Name	Last commit message	Last commit date
Latest commit History 37 Commits
LICENSE		LICENSE
README.md		README.md
core.thinkscript		core.thinkscript
realTimeData.xlsm		realTimeData.xlsm
realTimeSample.gif		realTimeSample.gif
xlFunctions.py		xlFunctions.py