/biz/ - Business & Finance

Good news, I solved my autism so you won't have to see me post about it anymore, I managed to speed it up by about 25x on average. I figured out a way to keep a rolling sum, but unlike SMA, the weights are different so I also keep a set of rolling weights. It's very slightly inaccurate because of floating point math (I could use a double but this is fine for my purposes) and now it's lightning fast and comparable to other averages

>>52399596
I mean technically a single position can be considered a credit spread

>>52399704
Last 2 weeks during earnings, you could buy 5-10 strikes OTM on either side and still get a 4x return. I don't think we'll see that again until another round of rape hikes