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Re: Trading options with Zorro: How to calculate Delta [Re: GreenBoat] #466715
06/28/17 17:16
06/28/17 17:16
Joined: Jul 2000
Posts: 27,212
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,212
Frankfurt

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 Offline OP
Junior Member
GreenBoat  Offline OP
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.

Re: Trading options with Zorro: How to calculate Delta [Re: GreenBoat] #479572
04/06/20 23:04
04/06/20 23:04
Joined: Apr 2020
Posts: 1
Igualada
R
rruuvvii Offline
Guest
rruuvvii  Offline
Guest
R

Joined: Apr 2020
Posts: 1
Igualada
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

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