OptionsSimulate.c not included in Zorro-Beta 2.18.1

Posted By: Ramos

OptionsSimulate.c not included in Zorro-Beta 2.18.1 - 08/26/19 23:47

Hi,

I would like to reproduce the option simulation article, which mentions a script and a historical data set for yield rates. https://financial-hacker.com/algorithmic-options-trading

In another thread, I found that the script is most likely named OptionsSimulate.c.

The current zorro-beta.zip does not include the script nor the data set for the historical yields. Is this intended and where could I find it?

Thank you
Posted By: AndrewAMD

Re: OptionsSimulate.c not included in Zorro-Beta 2.18.1 - 08/27/19 00:01

At https://financial-hacker.com, in the right column is a section where you can download all scripts described in the blog.

I believe the one you are looking for is "Scripts 2017."
Posted By: Ramos

Re: OptionsSimulate.c not included in Zorro-Beta 2.18.1 - 08/27/19 10:25

Thank you Andrew.
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