Here: https://github.com/eddelbuettel

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.

Good afternoon.
I am interested in this script for delta neutral dynamic adjustment for the synthetic positions between stocks and options.
I have two doubts. Does that script work?
Is it possible to test it on tradestation broker?
Thank you