black_swan_strategy

Black Swan Strategy simulation to validate whether we should do it.

Usage:

1. Install all requirements from requirements.txt
2. Add BLACK_SWAN_PATH to env vars and let it point to this directory.
3. Run the automated tests with python3 -m unittest discover tests
4. Run the Black-Scholes-tests with python3 black_scholes_model.py and assess validity.
5. Run the volatility-tests with python3 volatility.py adn assess validity.
6. Open a notebook and generate a simulation with sim = Simulation(path, SimulationOptions)
7. Run sim.run() to get the pay_outs.
8. Analyse the pay_outs per day or their payouts.cumsum(axis=0). Go nuts.

Note: All CSVs go into the prices-folder.