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optionsAnalytics code and pricing analysis.

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org-justinjtownsend/optionsAnalytics

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optionsAnalytics

Writing well is an area of constant improvement for me. While I am improving I'll do my audience the courtesy of being brief.

For the longest time I've held an amateur interest in options, in the last 3-5 years this has extended into more specific study into the practical applications of these theories into project management on top of pricing of financial instruments. Which is fun. :-)

Purpose

Package shows the application of data science techniques (using R) towards a more formal specification of engineered product that can run reliably in a production setting.

Packages, on which this project depends, have their boundaries. Once these boundaries are reached, one must put one's best foot forward with independent code and workflow design which can co-exist in a rapidly changing future for software.

3rd May 2024 - at the time of putting pen to paper in this sentence, it is said that AI will soon be able to make all decisions that can be automated. It is my distinct hope the future is a little more nuanced than that... that CREATIVITY still counts in (code) design.

Each function, as it gets confirmed for inclusion in the package will get it's own ROxygen2 tags. Consider if there are no tags, the function remains experimental.

The work supports my own decision-making in options calculation / trading. If you find some of the work useful, that's great.

Thanks...

This package draws on giants from the R/Finance community, so thanks goes to Josh Ulrich, of quantmod fame, and Dirk Eddelbuettel for his RQuantLib package.

Lifecycle: experimental

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optionsAnalytics code and pricing analysis.

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