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QuietCondor

portfolio_analyzer::strategy

Struct QuietCondor 

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pub struct QuietCondor {
    pub max_edge: f64,
}
Expand description

Sell a defined-risk iron condor when SD expects calm and options price more movement than SD does.

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§max_edge: f64

Maximum vol_edge to sell. 0.60 was the best pre-2019 setting, but no setting shows a reliable edge after costs out of sample.

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impl Strategy for QuietCondor

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fn name(&self) -> &'static str

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fn thesis(&self) -> &'static str

One paragraph: what it bets on and why SD should help.
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fn enter(&self, ctx: &Context<'_>) -> Option<Plan>

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fn exit(&self, ctx: &Context<'_>, open: &OpenView) -> bool

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