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OptionsSimulate.c not included in Zorro-Beta 2.18.1 #478021
08/26/19 23:47
08/26/19 23:47
Joined: Aug 2019
Posts: 2
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Ramos Offline OP
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Ramos  Offline OP
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Joined: Aug 2019
Posts: 2
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

Re: OptionsSimulate.c not included in Zorro-Beta 2.18.1 [Re: Ramos] #478022
08/27/19 00:01
08/27/19 00:01
Joined: Feb 2017
Posts: 981
Chicago
AndrewAMD Online
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AndrewAMD  Online
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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."

Re: OptionsSimulate.c not included in Zorro-Beta 2.18.1 [Re: Ramos] #478025
08/27/19 10:25
08/27/19 10:25
Joined: Aug 2019
Posts: 2
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Ramos Offline OP
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Ramos  Offline OP
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Posts: 2
Thank you Andrew.


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