Anyone here good at #Python SymPy? I have no clue why I cant just solve this inequality. #DataSciencepic.twitter.com/ykIkep2Aot
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True, im rly stuck here, I want to algebraically solve for the breakeven of owning a list of contracts (like long call, short put, etc). The way I was trying is add up their intrinsic value expressions into one big expression, add up premiums in another, and solve inequality
If you want the breakeven of owning a 106 strike put and a 101 strike call, you should have max(0, 106 - x) + max(0, x - 101) as your FinalExpression.
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Yeah, and also including the premiums, but I dont know how to solve that symbolically in python, wasnt sure if sympy could handle max(0, x-101), probably requires some super intense formatting
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I don’t know if sympy can handle that either, not used it. But you can’t just leave out the maxes. Could maybe do a case analysis, since between the strikes the payoff is just a linear function.
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