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Hi everyone~
Greetings from a newbie to the community.
I'm working on developing a strategy to trade on option volatiliy. The essencial idea is to build long short straddle portfolio based on normalized Implied Volatility (e.g IV/HV and IV %-ile). Looking for a coder highly proficient in Python and QC infrastracture to team up. Pls. contact me if anyone is interested. Cheers!
Duke
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