A python script which calculates the NOPE & NOPE_MAD for given equities using option chains and quotes gathered from TD Ameritrade's API (using td-api wrapper) and saves to Postgresql database.
TO-DO:
Add function for NOPE_MAD calculation
td-api Package : https://github.com/alexgolec/tda-api
EOD NOPE Research: https://www.scribd.com/document/487296659/Investigating-Delta-Gamma-Hedging-Impact-on-SPY-Returns-2007-2020