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| -rw-r--r-- | docs/ideas.rst | 6 |
1 files changed, 6 insertions, 0 deletions
diff --git a/docs/ideas.rst b/docs/ideas.rst new file mode 100644 index 00000000..7b7f2f80 --- /dev/null +++ b/docs/ideas.rst @@ -0,0 +1,6 @@ +rolldown
+--------
+
+- look at the theta by shortening the maturity by one year. See if it
+ makes sense.
+
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