Terminal probability calculator for Bitcoin price. Computes the probability that BTC ends above or below a given price at a future time. Uses SSVI surface calibrated on Deribit BTC options, Breeden-Litzenberger density extraction, and Monte Carlo simulation. Includes backtester and optimizer for using it for Polymarket BTC UP/DOWN market.
☆29Mar 8, 2026Updated 7 months ago
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