On Sun, Feb 28, 2021 at 6:49 PM Rahul Kuchhal wrote:
> Just a quick update on what I ended up doing.
>
> - I do not do any fancy options strategies, not even naked calls (only
> covered calls).
> - After options expire or the positions get closed, I only need to keep a
> record the cash outflow
Just a quick update on what I ended up doing.
- I do not do any fancy options strategies, not even naked calls (only
covered calls).
- After options expire or the positions get closed, I only need to keep a
record the cash outflow and inflow. The options details are only in
narration.
- So
It's not mark-to-market that's the issue. There are three issues right now:
1. Multipliers are needed to make data entry represent what's really going
on.
2. A booking method that can cross from net short to net long and
vice-versa isn't present.
3. Average cost booking is required.
1.
Hi Tono,
the change was merged in master yesterday. You can install the latest
development version of fava with:
pip3 install git+https://github.com/beancount/fava.git
or you wait until a new fava version is released.
Cheers,
Andreas
Am 26.02.21 um 14:56 schrieb Tono Riesco:
Hi
I'm curious to hear a bit more about what gets ugly with modeling futures
in the present system. Resolving mark to market seems like a challenge.
On Sun, Feb 28, 2021, 08:02 Martin Blais wrote:
> FYI.
> I added a section on multipliers in the v3 goals:
>
>
FYI.
I added a section on multipliers in the v3 goals:
https://docs.google.com/document/d/1qPdNXaz5zuDQ8M9uoZFyyFis7hA0G55BEfhWhrVBsfc/edit#heading=h.b30u633jlv5x
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> My total time to update is now less than 5 minutes.
>
> Wow! That is truly inspiring. I am looking forward to your forthcoming
> blog post(s) on all of this. Do you have anything already published I
> could flip through?
>
I'll try to share at least an outline in the next couple weeks.
