Options greeks are a group of variables that affect option positions. They are typically referred to as delta, gamma, theta, vega, and Rho in the options market. These variables indicate how changes ...
HighPerformanceFX (hpFX) is an open source, high-performance, indicator-based simulation framework for backtesting large numbers of indicators across multiple currency pairs and historical time ...
Department of Civil and Environmental Engineering, 3221 Newmark Civil Engineering Laboratory, University of Illinois Urbana-Champaign, 205 N. Mathews Avenue, Urbana, Illinois 61801, United States ...