tidyoptions: tidyoptions: Processed option chain data from iVolatility.com

Description Details

Description

tidyoptions creates tidy option chain data from iVolatility.com. It's the starting point to performing quantatative options trading analysis and research. Utilities to create the data and utility functions to run studies are included in the package.

Details

It has three main goals:

The tidy_options function performs the following actions to produce tidy data:

To learn more about tidyoptions, start with the vignettes: browseVignettes(package = "tidyoptions")


themechanicalbear/options.data documentation built on May 31, 2019, 9:48 a.m.