What type of data have you uploaded to R, just price and volume bars ?
Quote from mathieurrr:
hey caveman, are you using IBrokers and tws with R to do all of this ? I am actually looking to do the same kind of stuff and wanted to know where you started out with all fo this.
Quote from cdcaveman:
anyone wanna give this a shot.. try to figure out how to interpolate this better?
http://stackoverflow.com/questions/...ver-volatility-surface-graph-in-r-programming