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On Friday 12 of December 2003 23:03, vanclute_rat wrote:
> Hi everyone, I'm not an AmiBroker user yet, but I'm considering it.
> The thing is, I specifically trade Options only. It seems that
> AmiBroker doesn't support options at all, am I wrong in this? I
> have a data vendor already (DTNiq) who does supply options data,
> live and historical, and I'm largely interested in system testing
> and backtesting on this historical options data. If I have a symbol
> that my data vendor supports, is there a reason why it wouldn't work
> within AmiBroker? It seems that as long as my vendor recognizes it,
> data is data is data is data and I should be able to analyze
> anything, no?
Hi,
In
http://groups.yahoo.com/group/amibroker-afl/files/mcLIB/
you find the library of procedures for the options valuation (Black-Scholes
model) and greeks.
Regards,
--
Marek Chlopek
mchlopek@xxxxxxx
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