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Re: Trading options with Zorro: How to calculate Delta
[
Re: jcl
]
#466727
06/29/17
14:02
06/29/17
14:02
Joined:
Nov 2016
Posts: 66
GreenBoat
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Junior Member
GreenBoat
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Junior Member
Joined:
Nov 2016
Posts: 66
Thank you for the link.
This source code is too complicated for me in this moment. I'll see what I can do in the future. For now, I'll just use RQuantlib delta or maybe create my own function based on the Black-Scholes formula.
Entire Thread
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Posted By
Posted
Trading options with Zorro: How to calculate Delta
GreenBoat
05/18/17
20:24
Re: Trading options with Zorro: How to calculate Delta
jcl
05/19/17
06:50
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
05/19/17
08:33
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
05/19/17
12:40
Re: Trading options with Zorro: How to calculate Delta
jcl
05/19/17
13:04
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
05/19/17
13:50
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
06/16/17
19:43
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
06/22/17
08:34
Re: Trading options with Zorro: How to calculate Delta
jcl
06/22/17
10:15
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
06/27/17
13:21
Re: Trading options with Zorro: How to calculate Delta
jcl
06/28/17
17:16
Re: Trading options with Zorro: How to calculate Delta
GreenBoat
06/29/17
14:02
Re: Trading options with Zorro: How to calculate Delta
rruuvvii
04/06/20
23:04
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