[R-SIG-Finance] Options solution?

BBands bbands at gmail.com
Fri Aug 23 23:32:07 CEST 2013


The options solution I have used forever no longer works well, so I am
looking for a new option analysis solution. My needs are rather
simple, really all I want are nice P&L graphs for option positions
with a number of legs. Flexibility is key. I was thinking about
Hoadley, which I have used on and off, but I am no longer a fan of
analytics in Excel. So I thought that this might be a chance to expand
my R skills. I've seen a couple of ideas and there must be a ton of R
solutions that I am not aware of. This is one that I have found:
http://www.r-bloggers.com/scenario-analysis-and-trading-options-using-r/
Do you know of any that are particularly elegant or that you like well?

Thanks,

    John
-- 
John Bollinger
www.BollingerBands.com



More information about the R-SIG-Finance mailing list