A minimalist Python GUI acting as a live forward factor calculator. It scans your watchlist for Tastytrade calendar spread setups and ranks them by forward implied volatility.
Rank thousands of Tastytrade calendar spread setups by Forward Factor in real-time.
Visualize your potential profit and loss exactly at the front-leg expiration. The interactive Matplotlib integration includes a dynamic slider to adjust the back-leg implied volatility, instantly recalculating breakevens, max profit, and curve structure.
Define strict parameters for your scans. Target specific days-to-expiration (DTE) with flexible window tolerances, filter by minimum underlying price or market cap, and utilize the yfinance integration to automatically exclude tickers with upcoming earnings or ex-dividend dates to avoid event-driven volatility crush.
# Clone the repository
git clone https://github.com/alex-cartwright1/TastyFwdFactor.git
cd TastyFwdFactor
# Install the required dependencies
pip install -r requirements.txt
Run python main.py and securely enter your Tastytrade production API Client Secret and Refresh Token. Credentials are automatically managed via your OS keyring.
Adjust your DTE parameters and hit run. Select any resulting trade to calculate net debit and visualize the P/L curve instantly.