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Wealth-Lab Version 6.8 Released in late 2014, it is a maintenance release fixing known issues. This version is built on the .NET 4.5 framework and for this reason is incompatible with older operating systems i.e. Windows XP and Vista. Wealth-Lab Version 6.9 Released in late 2015, version 6.9 brings ability to backtest synthetic option contracts.
A typical option strategy involves the purchase / selling of at least 2-3 different options (with different strikes and / or time to expiry), and the value of such portfolio may change in a very complex way. One very useful way to analyze and understand the behavior of a certain option strategy is by drawing its Profit graph.
This is a list of free and open-source software packages , computer software licensed under free software licenses and open-source licenses. Software that fits the Free Software Definition may be more appropriately called free software; the GNU project in particular objects to their works being referred to as open-source. [1]
For example, an options strategy known as a “bull call spread” involves buying a lower-priced call option and selling a higher-priced call option. The option sale helps offset the cost of the ...
All four options must be for the same underlying at the same strike price. For example, a position composed of options on futures is not a true jelly roll if the underlying futures have different expiry dates. [5] The jelly roll is a neutral position with no delta, gamma, theta, or vega. However, it is sensitive to interest rates and dividends ...
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