QuantLib in Rust: libitofin, a Pre-1.0 Port
libitofin is a QuantLib port in Rust, reachable from Python through itofin. What a pricing library adds over a spreadsheet, and why to pin a tagged release.
#options pricing
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Expected Move From Implied Volatility
Expected move is price times IV times the square root of days over 365. See the formula, the straddle shortcut that matches it, and what realized moves did.