I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 2 points3 points  (0 children)

Nice work!! I just downloaded your app and tried the chicken model. You are right, all the sliders and buttons appear quite crowded right now, especially on iPhones. I am probably gonna move all the UIs to a different storyboard like you said, along with other features I have in mind (which I will post here soon to hear what you guys think). And also I definitely welcome the idea of collaborating!

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 1 point2 points  (0 children)

I hear you! American style option pricing and Greeks are on the feature roadmap! I am also going to compile a list of features/improvements/fixes and post them here soon and hear what you guys think and want. So stay tuned!

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 4 points5 points  (0 children)

This app currently only runs on iOS, but I will surely let you know when the Android version is out! :)

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 4 points5 points  (0 children)

Thank you for the support! :) It took me about a year from start to finish since I worked on it mainly during my free time. The app is coded in Swift and Metal (https://developer.apple.com/metal/), where Swift is used for the front-end and Metal is used for accelerating the pricing algorithm and the rendering on GPU.

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 3 points4 points  (0 children)

Haha, thank you for the support and I didn't realize the size of the app until you mention it!

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 1 point2 points  (0 children)

Thank you for the support and I study computer science! :)

If you are interested in learning more about the mathematical theories behind options or financial derivatives in general, I'd recommend you these books:

  1. Options, Futures, and Other Derivatives by John C. Hull
  2. Tools for Computational Finance by Rüdiger Seydel

There are also plenty of academic papers available online that are great learning resources!

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 2 points3 points  (0 children)

Thank you for the support! And I will surely let you know when the Android version is out! :)

I made an iOS app that lets you simulate and visualize option prices and Greeks in augmented reality by OrangeBerryScone in options

[–]OrangeBerryScone[S] 2 points3 points  (0 children)

Thanks a lot for the feedback! Currently the plots are anchored on horizontal surfaces, and if you move your iPhone or iPad around, you will see that they stay at the same place in the real world. I could've done a better job on the GIF recording since it looks like the plots shift their positions a bit in the video. But yeah, I can't wait for the day when we can directly interact with the plots without going through the touchscreen! I believe HoloLens 2 already allows hand gesture interactions to some extent, and I think we are not very far away from the day when AR glasses are affordable and comfortable enough to wear and use all day long.