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

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."

Thank you Andrew.