Open source?(?)

Hi @Cuchulainn, 

Yes if possible. Thank you

Hi @tagoma,  Yes to clarify it is futures strategies where the underlying is oil. The data I am working with is provided with a 30 minutes interval. I haven't found any good material yet which is why I am trying to pick someone else's brain who is more experienced in this field. Ideally I do need ma...

Hi All, 

I am looking for any advice on materials (books/websites) available for implementing Trading Strategies for Oil in Python or R. 

Many thanks in advance 

Hi Alan,  No exact contract terms. I am trying get the SDE for this in general terms. So the exercise suggests that (i) I use use a trick similar to when deriving the price of the option for an Asian option (not sure what is the "trick") (ii) I also need to get the SDE assuming constant vo...

The literature on modelling and pricing dividend options appears to be very sparse. I am looking to price an option on a portfolio of dividends from an index. In this case can anyone suggest a way to calculate this option price as an asian option and using the Black-Scholes formula if we assume that...