| ▲ | benstopics 3 hours ago | |
Options pricing was not correct, which MJ knew because he simply based it on lookup table using ratios of a spread on a random security in his brokerage account decades ago! I tried to implement Black-Scholes best I could, my one contribution to the engine thus far. MJ has patched several things such as runaway interest rates and commodity prices, too-easy crypto price movements. Typos here and there. Certain edge cases that only a highly skilled player would ever come across, which due to the Discord server brought those players out of the woodwork to battle harden the game and a place for them to report the things they always knew but never had the motivation to report. But for the most part the engine is pretty damn solid. | ||