compare_gamma_with_price
Compare historical gamma exposure (GEX) snapshots against forward price returns at chosen horizons to assess predictive relationships for options analysis.
Instructions
Compare persisted GEX with daily forward returns at a selected horizon.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| horizon | No | next_day | |
| history_dir | No | ||
| min_observations | No |