Skip to content
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 1 addition & 3 deletions pages/11_Advanced_Models.py
Original file line number Diff line number Diff line change
Expand Up @@ -87,9 +87,7 @@
trend = (
"rise toward it"
if p.theta > p.v0
else "fall toward it"
if p.theta < p.v0
else "stay near it"
else "fall toward it" if p.theta < p.v0 else "stay near it"
)
if p.rho < -0.05:
rho_txt = "spot falls → vol rises (leverage effect), producing a **downside put skew**."
Expand Down
Loading