Package: volatilityTrader 1.0.1

volatilityTrader: High Volatility Environment Option Trading Strategies Graphs

Trading Strategies for high Option Volatility environment are represented here through their Graphs. The graphic indicators, strategies, calculations, functions and all the discussions are for academic, research, and educational purposes only and should not be construed as investment advice and come with absolutely no Liability. Guy Cohen (“The Bible of Options Strategies (2nd ed.)”, 2015, ISBN: 9780133964028). Zura Kakushadze, Juan A. Serur (“151 Trading Strategies”, 2018, ISBN: 9783030027919). John C. Hull (“Options, Futures, and Other Derivatives (11th ed.)”, 2022, ISBN: 9780136939979).

Authors:MaheshP Kumar [aut, cre]

volatilityTrader_1.0.1.tar.gz
volatilityTrader_1.0.1.zip(r-4.7)volatilityTrader_1.0.1.zip(r-4.6)volatilityTrader_1.0.1.zip(r-4.5)
volatilityTrader_1.0.1.tgz(r-4.6-any)volatilityTrader_1.0.1.tgz(r-4.5-any)
volatilityTrader_1.0.1.tar.gz(r-4.7-any)volatilityTrader_1.0.1.tar.gz(r-4.6-any)
volatilityTrader_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
volatilityTrader/json (API)

# Install 'volatilityTrader' in R:
install.packages('volatilityTrader', repos = c('https://maheshpkumar.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 249 downloads 14 exports 25 dependencies

Last updated from:5af2d349dc. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK144
source / vignettesOK149
linux-release-x86_64OK120
macos-release-arm64OK99
macos-oldrel-arm64OK99
windows-develOK113
windows-releaseOK88
windows-oldrelOK84
wasm-releaseOK96

Exports:aStraddlePnLaStranglePnLgutsPnLlongBoxPnLlongCallSyntheticStraddlePnLlongPutSyntheticStraddlePnLshortCallButterflyPnLshortCallCondorPnLshortIronButterflyPnLshortIronCondorPnLshortPutButterflyPnLshortPutCondorPnLstrapPnLstripPnL

Dependencies:clicpp11dplyrfarvergenericsggplot2gluegtableisobandlabelinglifecyclemagrittrpillarpkgconfigR6RColorBrewerrlangS7scalestibbletidyselectutf8vctrsviridisLitewithr

Readme and manuals

Help Manual

Help pageTopics
Calculates per share Profit and Loss (PnL) at expiration for Straddle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.aStraddlePnL
Calculates per share Profit and Loss (PnL) at expiration for Strangle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.aStranglePnL
Calculates per share Profit and Loss (PnL) at expiration for Guts Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.gutsPnL
Calculates per share Profit and Loss (PnL) at expiration for Long Box Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.longBoxPnL
Calculates per share Profit and Loss (PnL) at expiration for Long Call Synthetic Straddle Option Strategy and draws its Bar Plot displaying PnL in the plots tab.longCallSyntheticStraddlePnL
Calculates per share Profit and Loss (PnL) at expiration for Long Put Synthetic Straddle Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.longPutSyntheticStraddlePnL
Calculates per share Profit and Loss (PnL) at expiration for Short Call Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortCallButterflyPnL
Calculates per share Profit and Loss (PnL) at expiration for Short Call Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortCallCondorPnL
Calculates per share Profit and Loss (PnL) at expiration for Short Iron Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortIronButterflyPnL
Calculates per share Profit and Loss (PnL) at expiration for Short Iron Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortIronCondorPnL
Calculates per share Profit and Loss (PnL) at expiration for Short Put Butterfly Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortPutButterflyPnL
Calculates per share Profit and Loss (PnL) at expiration for Short Put Condor Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.shortPutCondorPnL
Calculates per share Profit and Loss (PnL) at expiration for Strap Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.strapPnL
Calculates per share Profit and Loss (PnL) at expiration for Strip Option Strategy and draws its Bar Plot displaying PnL in the Plots tab.stripPnL