Multi-regime options spread analysis engine with Kelly Criterion Position Sizing. Scores vertical spreads (bull put, bear call, bull call, bear put) and mult...
Major upgrade introducing quantitative regime detection, volatility forecasting, robust position sizing, and backtesting. - Added VIX-based regime detection to adapt strategies to market conditions. - Integrated GARCH volatility forecasting for improved IV and risk estimation. - Introduced drawdown-constrained Kelly position sizing for smarter, risk-aware contract sizing. - Implemented walk-forward backtesting tools to validate scoring and position sizing models. - New scripts and tests: regime detection, volatility forecasting, enhanced Kelly sizing, integration and backtest validators. - Updated documentation to reflect quantitative enhancements and methodology changes.