The options solution I have used forever no longer works well, so I am
looking for a new option analysis solution. My needs are rather
simple, really all I want are nice P&L graphs for option positions
with a number of legs. Flexibility is key. I was thinking about
Hoadley, which I have used on and off, but I am no longer a fan of
analytics in Excel. So I thought that this might be a chance to expand
my R skills. I've seen a couple of ideas and there must be a ton of R
solutions that I am not aware of. This is one that I have found:
http://www.r-bloggers.com/scenario-analysis-and-trading-options-using-r/
Do you know of any that are particularly elegant or that you like well?
Thanks,
John
--
John Bollinger
www.BollingerBands.com
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